Limit theorems for stable processes with application to spectral density estimation

Tailen Hsing

Stochastic Processes and their Applications, 1995, vol. 57, issue 1, 39-71

Abstract: This paper deals with issues pertaining to estimating the spectral density of a stationary harmonizable [alpha]-stable process, where 0

Keywords: Kernel; estimator; Limit; theorem; Stable; process (search for similar items in EconPapers)
Date: 1995
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(94)00068-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:57:y:1995:i:1:p:39-71

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().