稳定过程混合谱中加性误差的估计

IF 1.6 Q1 STATISTICS & PROBABILITY Statistica Pub Date : 2017-10-24 DOI:10.6092/ISSN.1973-2201/7300

R. Sabre

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引用次数: 4

摘要

考虑一个具有具有加性常数误差的谱表示的对称α稳定过程。给出了该误差的估计及其收敛速度。我们研究了谱密度在原点具有某些行为时的收敛速度。本文以几种长记忆过程为例。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Estimation of Additive Error in Mixed Spectra for Stable Processes

Consider a symmetric α 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.

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来源期刊

Statistica STATISTICS & PROBABILITY-

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

10 weeks