Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric $\alpha$-stable processes

Ly Viet Hoang, Evgeny Spodarev

We consider non-ergodic class of stationary real harmonizable symmetric $\alpha$-stable processes $X=\left\{X(t):t\in \mathbb{R}\right\}$ with a finite symmetric and absolutely continuou…