Geodesic
Estimation of parameters of a spherical invariant stable distribution
Piotr Szymański1
1 Institute of Economy The University of Economy Garbary 2 85-229 Bydgoszcz, Poland
Applicationes Mathematicae, Tome 39 (2012) no. 1, pp. 71-85

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

This paper concerns the estimation of the parameters that describe spherical invariant stable distributions: the index $\alpha \in (0,2]$ and the scale parameter $\sigma >0$. We present a kind of moment estimators derived from specially transformed original data.
DOI : 10.4064/am39-1-5
Keywords: paper concerns estimation parameters describe spherical invariant stable distributions index alpha scale parameter sigma present kind moment estimators derived specially transformed original

Piotr Szymański 1

1 Institute of Economy The University of Economy Garbary 2 85-229 Bydgoszcz, Poland 
@article{10_4064_am39_1_5,
     author = {Piotr Szyma\'nski},
     title = {Estimation of parameters of a spherical invariant stable distribution},
     journal = {Applicationes Mathematicae},
     pages = {71--85},
     publisher = {mathdoc},
     volume = {39},
     number = {1},
     year = {2012},
     doi = {10.4064/am39-1-5},
     zbl = {1236.62056},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am39-1-5/}
}
TY  - JOUR
AU  - Piotr Szymański
TI  - Estimation of parameters of a spherical invariant stable distribution
JO  - Applicationes Mathematicae
PY  - 2012
SP  - 71
EP  - 85
VL  - 39
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am39-1-5/
DO  - 10.4064/am39-1-5
LA  - en
ID  - 10_4064_am39_1_5
ER  - 
%0 Journal Article
%A Piotr Szymański
%T Estimation of parameters of a spherical invariant stable distribution
%J Applicationes Mathematicae
%D 2012
%P 71-85
%V 39
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/am39-1-5/
%R 10.4064/am39-1-5
%G en
%F 10_4064_am39_1_5
Piotr Szymański. Estimation of parameters of a spherical invariant stable distribution. Applicationes Mathematicae, Tome 39 (2012) no. 1, pp. 71-85. doi: 10.4064/am39-1-5

Cité par Sources :