Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis

A new method is developed for estimating the spectral measure of a multivariate stable probability measure, by representing the measure as a sum of spherical harmonics.

MoreLess

Year of publication:	2003
Authors:	Pivato, Marcus ; Seco, Luis
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 87.2003, 2, p. 219-240
Publisher:	Elsevier
Keywords:	Stable probability distributions Infinitely divisible distributions Spectral measure Parameter estimation Spherical harmonics

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153106