Wavelet-based estimation for multivariate stable laws

DOI10.1080/00949655.2014.881815zbMath1457.62172MaRDI QIDQ5220811

Mina Aminghafari, Mona Shokripour

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.881815

zbMATH Keywords

characteristic function; wavelet transform; nonlinear regression; multivariate stable law

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62H12: Estimation in multivariate analysis

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

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

Related Items

The ECF-WS estimator for univariate symmetric stable distributions with application in seismic trace signals

Uses Software

• wmtsa
• reccv

Cites Work

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