Wavelet-Based Estimation for Univariate Stable Laws
نویسندگان
چکیده
منابع مشابه
Wavelet-based estimation for univariate stable laws
Stable distributions are characterized by four parameters which can be estimated via a number of methods, and although approximate maximum likelihood estimation techniques have been proposed, they are computationally intensive and difficult to implement. This article describes a fast, wavelet-based, regression-type method for estimating the parameters of a stable distribution. Fourier domain re...
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2006
ISSN: 0020-3157,1572-9052
DOI: 10.1007/s10463-006-0042-z