10.6092/ISSN.1973-2201/1152
Sabre, R.
R.
Sabre
Discrete estimation of spectral density for symmetric stable process
Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
2013
PDF Document
2013
Statistica; Vol 60, No 3 (2000)
We considered a complex strongly harmonizable stationary symmetric stable process in continuous time. In this paper we give an unbiased consistent estimate of the spectral density for this process sampling at periodic instants.To avoid aliasing phenomenon it is assumed that the spectral density has a compact support.
Statistica; Vol 60, No 3 (2000)