JdS2012


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Résumé 140 :

SPATIAL SPECTRAL DENSITY ESTIMATION FOR LINEAR PROCESSES WITH MIXING INNOVATIONS
Hamdad, Leila ; Dabo-Niang, Sophie ; Benrabah, Ouafae
LCSI, ESI

In this paper, we study the asymptotic properties of the periodogram of the spectral density of a linear spatial process with alpha-mixing innovations. Periodogram is a natural estimate of the spectral density. We study some asymptotic properties of a smoother periodogram estimator. This work is an extension of that of Bensaid and Benrabah (2008) in the case of linear time series process with mixing innovations to random fields.