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Statistical Properties of the Periodogram for Stable Random Field

DOI: 10.2174/1876527000901010011]

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Abstract:

Let X(t) (t ∈ Z) be a discrete stable random field. The problem of estimating the spectral density field based on X(t) is considered. Moments and the asymptotic moments of the spectral sample, the periodogram, based on X(t) are calculated.

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