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314524

Estimation of the Constant Measurement Error of a Stable Random Field

Article

Last updated: 28 Dec 2024

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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.

DOI

10.21608/esju.1999.314524

Keywords

Constant Measurement Error, Convergence Rate, Estimation, Long Memory Process, Spectral Density, Stable Random Field

Volume

43

Article Issue

2

Related Issue

43140

Issue Date

1999-12-01

Publish Date

1999-12-01

Page Start

117

Page End

128

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_314524.html

Detail API

https://esju.journals.ekb.eg/service?article_code=314524

Order

2

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Estimation of the Constant Measurement Error of a Stable Random Field

Details

Type

Article

Created At

28 Dec 2024