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Operator-stable laws

โœ Scribed by William N Hudson; J.David Mason


Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
734 KB
Volume
11
Category
Article
ISSN
0047-259X

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On estimation of the spectral measure of
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.