Title of article :
Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis
Author/Authors :
Pivato، نويسنده , , Marcus and Seco، نويسنده , , Luis، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2003
Abstract :
A new method is developed for estimating the spectral measure of a multivariate stable probability measure, by representing the measure as a sum of spherical harmonics.
Keywords :
Stable probability distributions , Infinitely divisible distributions , Spectral measure , Parameter estimation , spherical harmonics
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis
