Estimation of the Constant Measurement Error of a Stable Random Field | ||
| The Egyptian Statistical Journal | ||
| Article 2, Volume 43, Issue 2, December 1999, Pages 117-128 PDF (4.71 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1999.314524 | ||
| Author | ||
| R. Sabre* | ||
| National d'Enseignement Superieue Agronomique, France | ||
| Abstract | ||
| This paper considers a symmetric harmonizable stable random field when observations of this process are contaminated by additive constant measurement error. We give a consistent estimate of this error and its rate of convergence. We study and improve the rate of convergence when the spectral density is vanishing at origin and when we have a long memory process. | ||
| Keywords | ||
| Constant Measurement Error; Convergence Rate; Estimation; Long Memory Process; Spectral Density; Stable Random Field | ||
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