Estimation of the Constant Measurement Error of a Stable Random Field

Document Type : Original Article

Author

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