Wavelet-based estimation for multivariate stable laws

DOI10.1080/00949655.2014.881815zbMath1457.62172OpenAlexW2007748521MaRDI QIDQ5220811

Mina Aminghafari, Mona Shokripour

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.881815

zbMATH Keywords

characteristic functionwavelet transformnonlinear regressionmultivariate stable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items

The ECF-WS estimator for univariate symmetric stable distributions with application in seismic trace signals

Uses Software

• wmtsa
• reccv

Cites Work

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