On estimation of the spectral measure of certain nonnormal operator stable laws
DOI10.1016/S0167-7152(98)00277-6zbMATH Open0961.62079OpenAlexW2029939130WikidataQ128119818 ScholiaQ128119818MaRDI QIDQ1962234FDOQ1962234
Authors: Hans-Peter Scheffler 
Publication date: 5 June 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00277-6
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Infinitely divisible distributions; stable distributions (60E07) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)
Cites Work
- Approximation Theorems of Mathematical Statistics
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- A simple general approach to inference about the tail of a distribution
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- Operator-Stable Probability Distributions on Vector Groups
- Estimation of stable spectral measures
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- Title not available (Why is that?)
- Domains of attraction of nonnormal operator-stable laws
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