Geodesic
Estimation of parameters of a spherical invariant stable distribution
Piotr Szymański1
1Institute 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

Zbl
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 
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
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