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Spectral density estimation for symmetric stable p-adic processes

Rachid Sabre
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Rachid Sabre: Laboratory Le2i - University of Bourgogne - France

Statistica, 2012, vol. 72, issue 4, 431-448

Abstract: Applications of p-adic numbers ar beming increasingly important espcially in the field of applied physics. The objective of this work is to study the estimation of the spectral of p-adic stable processes. An estimator formed by a smoothing periodogram is constructed. It is shwon that this estimator is asymptotically unbiased and consistent. Rates of convergences are also examined.

Date: 2012
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