On estimation of the spectral measure of certain nonnormal operator stable laws

For data belonging to the domain of normal attraction of nonnormal operator stable laws we present a strongly consistent estimate of the s pectral measure. The cases of a known or unknown exponent are considered.

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Year of publication:	1999
Authors:	Scheffler, Hans-Peter
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 43.1999, 4, p. 385-392
Publisher:	Elsevier
Keywords:	Operator stable laws Spectral measure Estimation Domains of normal attraction

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

Persistent link: https://www.econbiz.de/10005254585