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 
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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. http://geodesic.mathdoc.fr/articles/10.4064/am39-1-5/

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