Abstract : Consider a symmetric alpha 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.
https://hal-univ-bourgogne.archives-ouvertes.fr/hal-01860261
Contributeur : Le2i - Université de Bourgogne <>
Soumis le : jeudi 23 août 2018 - 10:53:55 Dernière modification le : vendredi 17 juillet 2020 - 14:59:10
Rachid Sabre. ESTIMATION OF ADDITIVE ERROR IN MIXED SPECTRA FOR STABLE PROCESSES . STATISTICA, UNIV STUDI BOLOGNA, DIPT SCIENZE STATISTICHE PAOLO FORTUNATI, VIA BELLE ARTI 41, ROME, 40126, ITALY, 2017, 77 (2), pp.75-90. ⟨hal-01860261⟩