论文信息 - On the Estimation of the Parameters of Multivariate Stable Distributions

On the Estimation of the Parameters of Multivariate Stable Distributions

In the paper, the asymptotic normality for a new estimator for the spectral measure of a multivariate stable distribution is proved. Also an estimator for the density of a multivariate stable distribution is proposed, its properties are investigated. The dependence of a stable density on exponent α and the spectral measure is investigated.

Yu. A. Davydov | Vygantas Paulauskas | Y. Davydov | V. Paulauskas

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