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

被引：3

作者：

Scheffler, HP ^{[1
]}

机构：

[1] Univ Dortmund, Inst Math, D-44221 Dortmund, Germany

来源：

STATISTICS & PROBABILITY LETTERS | 1999年 / 43卷 / 04期

关键词：

operator stable laws; spectral measure; estimation; domains of normal attraction;

D O I：

10.1016/S0167-7152(98)00277-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For data belonging to the domain of normal attraction of nonnormal operator stable laws we present a strongly consistent estimate of the spectral measure. The cases of a known or unknown exponent are considered. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：385 / 392

页数：8

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