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
Pages
22
From page
219
To page
240
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
Serial Year
2003
Journal title
Journal of Multivariate Analysis
Record number
1557924
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