Estimation of parameters of a spherical invariant stable distribution
Volume 39 / 2012
Applicationes Mathematicae 39 (2012), 71-85
MSC: Primary 60E07; Secondary 62H12.
DOI: 10.4064/am39-1-5
Abstract
This paper concerns the estimation of the parameters that describe spherical invariant stable distributions: the index $\alpha \in (0,2]$ and the scale parameter $\sigma >0$. We present a kind of moment estimators derived from specially transformed original data.
