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.
Sabre, R. (1999). Estimation of the Constant Measurement Error of a Stable Random Field. The Egyptian Statistical Journal, 43(2), 117-128. doi: 10.21608/esju.1999.314524
MLA
R. Sabre. "Estimation of the Constant Measurement Error of a Stable Random Field", The Egyptian Statistical Journal, 43, 2, 1999, 117-128. doi: 10.21608/esju.1999.314524
HARVARD
Sabre, R. (1999). 'Estimation of the Constant Measurement Error of a Stable Random Field', The Egyptian Statistical Journal, 43(2), pp. 117-128. doi: 10.21608/esju.1999.314524
VANCOUVER
Sabre, R. Estimation of the Constant Measurement Error of a Stable Random Field. The Egyptian Statistical Journal, 1999; 43(2): 117-128. doi: 10.21608/esju.1999.314524