Estimation of stable spectral measures

DOI10.1016/S0895-7177(01)00119-4zbMath1004.62028MaRDI QIDQ1600530

J. Huston McCulloch, John P. Nolan, Anna K. Panorska

Publication date: 13 June 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

spectral measure; financial modeling; multivariate alpha-stable distributions

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62G07: Density estimation

62P05: Applications of statistics to actuarial sciences and financial mathematics

62G05: Nonparametric estimation

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Uses Software

• STABLE
• SYMSTB

Cites Work

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