Wavelet-based estimation for multivariate stable laws
From MaRDI portal
Infinitely divisible distributions; stable distributions (60E07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Recommendations
- Wavelet-based estimation for univariate stable laws
- Practical estimation of multivariate densities using wavelet methods
- On the estimation of the parameters of multivariate stable distributions
- scientific article; zbMATH DE number 1301893
- On estimating the tail index and the spectral measure of multivariate -stable distributions
Cites work
- scientific article; zbMATH DE number 1639862 (Why is no real title available?)
- scientific article; zbMATH DE number 1301883 (Why is no real title available?)
- scientific article; zbMATH DE number 1301885 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 639817 (Why is no real title available?)
- scientific article; zbMATH DE number 1470722 (Why is no real title available?)
- scientific article; zbMATH DE number 1380579 (Why is no real title available?)
- Approximation of multidimensional stable densities
- Estimation in Univariate and Multivariate Stable Distributions
- Estimation of stable spectral measures
- Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns
- MULTIVARIATE STABLE FUTURES PRICES
- On statistical transform methods and their efficiency
- On wavelet methods for estimating smooth functions
- Parameter Estimates for Symmetric Stable Distributions
- Regression-Type Estimation of the Parameters of Stable Laws
- Simple consistent estimators of stable distribution parameters
- Some path properties of pth order and symmetric stable processes
- Stable Paretian models in finance
- Stochastic gradient algorithms for equalisation in \(\alpha\)-stable noise
- Wavelet-based estimation for univariate stable laws
- Wavelets in statistics: A review
Cited in
(5)- Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results
- Wavelet-based estimation for univariate stable laws
- Multivariate wavelet Whittle estimation in long-range dependence
- Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters
- The ECF-WS estimator for univariate symmetric stable distributions with application in seismic trace signals
This page was built for publication: Wavelet-based estimation for multivariate stable laws
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5220811)
