(1999). Estimation of the Constant Measurement Error of a Stable Random Field. test, 43(2), 117-128. doi: 10.21608/esju.1999.314524
. "Estimation of the Constant Measurement Error of a Stable Random Field". test, 43, 2, 1999, 117-128. doi: 10.21608/esju.1999.314524
(1999). 'Estimation of the Constant Measurement Error of a Stable Random Field', test, 43(2), pp. 117-128. doi: 10.21608/esju.1999.314524
Estimation of the Constant Measurement Error of a Stable Random Field. test, 1999; 43(2): 117-128. doi: 10.21608/esju.1999.314524

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
Document Type: Original Article
DOI: 10.21608/esju.1999.314524
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
Statistics
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