On estimation of the spectral measure of certain nonnormal operator stable laws
For data belonging to the domain of normal attraction of nonnormal operator stable laws we present a strongly consistent estimate of the s pectral measure. The cases of a known or unknown exponent are considered.
Year of publication: |
1999
|
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Authors: | Scheffler, Hans-Peter |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 43.1999, 4, p. 385-392
|
Publisher: |
Elsevier |
Keywords: | Operator stable laws Spectral measure Estimation Domains of normal attraction |
Saved in:
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