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Limit theorems for stable processes with application to spectral density estimation

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  • Hsing, Tailen

Abstract

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

Suggested Citation

  • Hsing, Tailen, 1995. "Limit theorems for stable processes with application to spectral density estimation," Stochastic Processes and their Applications, Elsevier, vol. 57(1), pages 39-71, May.
    • Handle: RePEc:eee:spapps:v:57:y:1995:i:1:p:39-71
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    References listed on IDEAS

    as
    1. Masry, Elias & Cambanis, Stamatis, 1984. "Spectral density estimation for stationary stable processes," Stochastic Processes and their Applications, Elsevier, vol. 18(1), pages 1-31, September.
    2. Marcus, Michael B., 1989. "Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes," Stochastic Processes and their Applications, Elsevier, vol. 33(2), pages 217-231, December.
    3. Cambanis, Stamatis & Hardin, Clyde D. & Weron, Aleksander, 1987. "Ergodic properties of stationary stable processes," Stochastic Processes and their Applications, Elsevier, vol. 24(1), pages 1-18, February.
    4. Cambanis, Stamatis & Maejima, Makoto, 1989. "Two classes of self-similar stable processes with stationary increments," Stochastic Processes and their Applications, Elsevier, vol. 32(2), pages 305-329, August.
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