Density parameter estimation of skewed α-stable distributions
From MaRDI portal
Publication:5353555
DOI10.1109/78.950775zbMath1369.62021OpenAlexW2028441171MaRDI QIDQ5353555
Publication date: 8 September 2017
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/78.950775
Related Items
Estimation of the parameters of fractional-stable laws by the method of minimum distance ⋮ Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility ⋮ Quantifying Model Uncertainties in Complex Systems ⋮ \(U\)-statistic for multivariate stable distributions ⋮ A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions ⋮ \(\ell_p\)-norm minimization for outlier-resistant elliptic positioning in \(\alpha\)-stable impulsive interference ⋮ Detection of changes in a random financial sequence with a stable distribution ⋮ On \(1/f\) noise ⋮ Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws ⋮ A heavy-tailed empirical Bayes method for replicated microarray data ⋮ ICA by Maximizing Non-stability ⋮ Empirical cumulant function based parameter estimation in stable laws ⋮ Bayesian Stable Mixture Model of State Densities of Generalized Chua's Circuit ⋮ Explicit and combined estimators for parameters of stable distributions