On nonparametric estimation of the Poisson spectral measure of a stable law

DOI10.1023/A:1011324111431zbMATH Open1171.60343OpenAlexW2475723MaRDI QIDQ1600643FDOQ1600643

Authors: Alexander V. Nagaev 

Publication date: 16 June 2002

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011324111431

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Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)

Cited In (3)

• On estimation of the spectral measure of certain nonnormal operator stable laws
• Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
• Bayesian analysis of multivariate stable distributions using one-dimensional projections

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