Search results for "Densité spectrale"
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Analyse et Estimations Spectrales des Processus alpha-Stables non-Stationnaires
2006
In this work a new spectral representation of a symmetric alpha-stable processes is introduced. It is based on a covariation pseudo-additivity and Morse-Transue's integral with respect to a bimesure built by using pseudo-additivity property. This representation, specific to S$\alpha$S processes, is analogous to the covariance of second order processes. On the other hand, it generalizes the representation established for stochastic integrals with respect to symmetric alpha-stable process of independent increments. We provide a classification of non-stationary harmonizable processes; this classification is based on the bimesure structure. In particular, we defined and investigated periodicall…
Estimation de la densité de la mesure spectrale mixte pour un processus symétrique stable strictement stationnaire
1994
International audience