Estimation of parameters of a spherical invariant stable distribution
Applicationes Mathematicae (2012)
- Volume: 39, Issue: 1, page 71-85
- ISSN: 1233-7234
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topPiotr Szymański. "Estimation of parameters of a spherical invariant stable distribution." Applicationes Mathematicae 39.1 (2012): 71-85. <http://eudml.org/doc/279935>.
@article{PiotrSzymański2012,
abstract = {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.},
author = {Piotr Szymański},
journal = {Applicationes Mathematicae},
keywords = {stable radially symmetric distributions; stable elliptically contoured distributions},
language = {eng},
number = {1},
pages = {71-85},
title = {Estimation of parameters of a spherical invariant stable distribution},
url = {http://eudml.org/doc/279935},
volume = {39},
year = {2012},
}
TY - JOUR
AU - Piotr Szymański
TI - Estimation of parameters of a spherical invariant stable distribution
JO - Applicationes Mathematicae
PY - 2012
VL - 39
IS - 1
SP - 71
EP - 85
AB - 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.
LA - eng
KW - stable radially symmetric distributions; stable elliptically contoured distributions
UR - http://eudml.org/doc/279935
ER -
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