✦ LIBER ✦

Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis

✍ Scribed by Marcus Pivato; Luis Seco

Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 266 KB
Volume: 87
Category: Article
ISSN: 0047-259X
DOI: 10.1016/s0047-259x(03)00052-6

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✦ Synopsis

A new method is developed for estimating the spectral measure of a multivariate stable probability measure, by representing the measure as a sum of spherical harmonics.