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

Hans-Peter Scheffler

Statistics & Probability Letters, 1999, vol. 43, issue 4, 385-392

Abstract: 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.

Keywords: Operator; stable; laws; Spectral; measure; Estimation; Domains; of; normal; attraction (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (2)

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