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https://elib.bsu.by/handle/123456789/94531| Title: | About some estimation for stable time series |
| Authors: | Akinfina, M. A. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2010 |
| Publisher: | Minsk: BSU |
| Abstract: | In this paper the estimator of the spectral density for discrete-time stationary symmetric ®-stable stochastic processes constructing by a method of averaging periodograms on overlapping segments of observations is studied. |
| URI: | http://elib.bsu.by/handle/123456789/94531 |
| Appears in Collections: | Section 3. PROBABILITY AND STATISTICAL ANALYSIS OF TIME SERIES AND STOCHASTIC PROCESSES Статьи факультета прикладной математики и информатики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| S03-Akinfina.pdf | 129,59 kB | Adobe PDF | View/Open |
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