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Autore
Sabre, Rachid

Titolo
Estimation of Additive Error in Mixed Spectra for Stable Processes
Periodico
Statistica
Anno: 2017 - Volume: 77 - Fascicolo: 2 - Pagina iniziale: 75 - Pagina finale: 90

Consider a symmetric ? stable process having a spectral representation with an additive constant error. An estimator of that error and its rate of convergence are given. We study the rate of convergence when the spectral density have some behaviors at origin. Few long memory processes are taken here as example.



SICI: 0390-590X(2017)77:2<75:EOAEIM>2.0.ZU;2-B

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