Estimation of the parameters of multivariate stable distributions

DOI10.1080/03610918.2020.1784432OpenAlexW3039617260MaRDI QIDQ5042175

Aastha M. Sathe, N. S. Upadhye

Publication date: 18 October 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.09796

zbMATH Keywords

parameter estimationsimulationapplicationsmultivariate stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10)

Related Items (2)

The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 ⋮ Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models

Uses Software

• STABLE

Cites Work

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