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https://elib.bsu.by/handle/123456789/94683| Title: | Estimation of the location parameter of a-stable distributions |
| Authors: | Troush, N. N. Hailong, Chen |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2010 |
| Publisher: | Minsk: BSU |
| Abstract: | In this paper a method of estimating location parameter \iofa- stable distribution for a e (0,2] is provided. Firstly, the estimates of parameters a and о with the characteristic function method (CF) are obtained, then the method of estimating of parameter ц based on the means of non-skewed transformations. |
| URI: | http://elib.bsu.by/handle/123456789/94683 |
| Appears in Collections: | Section 3. PROBABILITY AND STATISTICAL ANALYSIS OF TIME SERIES AND STOCHASTIC PROCESSES Статьи факультета прикладной математики и информатики |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| Untitled0260.pdf | 86,12 kB | Adobe PDF | View/Open |
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