On estimation of the spectral measure of certain nonnormal operator stable laws

DOI10.1016/S0167-7152(98)00277-6zbMath0961.62079OpenAlexW2029939130WikidataQ128119818 ScholiaQ128119818MaRDI QIDQ1962234

Hans-Peter Scheffler

Publication date: 5 June 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00277-6

zbMATH Keywords

spectral measureoperator stable lawsestimation of heavy-tailed data

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Domains of attraction of nonnormal operator-stable laws
• A simple general approach to inference about the tail of a distribution
• Estimation of stable spectral measures
• Approximation Theorems of Mathematical Statistics
• Operator-Stable Probability Distributions on Vector Groups
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