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Estimating the index of a stable law via the pot-method

โœ Scribed by Frank Marohn

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
469 KB
Volume
41
Category
Article
ISSN
0167-7152

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๐Ÿ“œ SIMILAR VOLUMES

Estimating the index of a stable distrib
Estimating the index of a stable distribution
โœ L. de Haan; T.Themido Pereira ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 600 KB

An estimator is proposed for the index a of a stable distribution (0 < a ~< 2) and the asymmetry parameter p (0 ~< p ~< 1 ) based on a sample from a probability distribution in the domain of attraction of the stable distribution.

On estimation of the spectral measure of
On estimation of the spectral measure of certain nonnormal operator stable laws
โœ Hans-Peter Scheffler ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 93 KB

For data belonging to the domain of normal attraction of nonnormal operator stable laws we present a strongly consistent estimate of the spectral measure. The cases of a known or unknown exponent are considered.