Estimation of parameters of a spherical invariant stable distribution
Piotr Szymański
Applicationes Mathematicae, Tome 39 (2012), p. 71-85 / Harvested from The Polish Digital Mathematics Library
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This paper concerns the estimation of the parameters that describe spherical invariant stable distributions: the index α ∈ (0,2] and the scale parameter σ >0. We present a kind of moment estimators derived from specially transformed original data.

Publié le : 2012-01-01
EUDML-ID : urn:eudml:doc:279935 
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     title = {Estimation of parameters of a spherical invariant stable distribution},
     journal = {Applicationes Mathematicae},
     volume = {39},
     year = {2012},
     pages = {71-85},
     zbl = {1236.62056},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am39-1-5}
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Piotr Szymański. Estimation of parameters of a spherical invariant stable distribution. Applicationes Mathematicae, Tome 39 (2012) pp. 71-85. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am39-1-5/