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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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:72:y:2012:i:4:p:431-448
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