Estimating the Logarithm of Characteristic Function and Stability Parameter for Symmetric Stable Laws
Author:
Funder
Eesti Teadusagentuur
H2020 Marie Sklodowska-Curie Actions
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-021-09908-z.pdf
Reference21 articles.
1. Bibalan MH, Amindavar H, Amirmazlaghani M (2017) Characteristic function based parameter estimation of skewed alpha-stable distribution: An analytical approach. Sign Proc 130:323–336
2. Csörgo S (1981) Limit behaviour of the empirical characteristic function. Ann Prob 9(1):130–144
3. Csörgo S (1985) Rates of uniform convergence for the empirical charateristic function. Acta Scientiarum Mathematicarum 48:97–102
4. Efromovich S (2008) Adaptive estimation of and oracle inequalities for probability densities and characteristic functions. Ann Stats 36(3):1127–1155
5. Efromovich S (2018) Missing and Modified Data in Nonparametric Estimation. CRC Press
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