On the estimation of the parameters of multivariate stable distributions

DOI10.1023/A:1006350121682zbMath0955.62057MaRDI QIDQ1969259

Yu. A. Davydov, Vygantas Paulauskas

Publication date: 28 May 2000

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (9)

Spectral covariance and limit theorems for random fields with infinite variance ⋮ Several modifications of DPR estimator of the tail index ⋮ Asymptotic properties of generalized DPR statistic ⋮ Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise ⋮ On two approaches to approximation of multidimensional stable laws ⋮ Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling ⋮ Integral representations of one-dimensional projections for multivariate stable densities ⋮ Series representation of jointly \(S \alpha S\) distribution via symmetric covariations ⋮ AN EMPIRICAL STUDY OF THE ASYMPTOTIC LAWS OF SOME ESTIMATORS OF GENERALIZED ASSOCIATION PARAMETER AND SIGNED SYMMETRIC COVARIATION COEFFICIENT

This page was built for publication: On the estimation of the parameters of multivariate stable distributions