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.
Volume (Year): 87 (2003)
Issue (Month): 2 (November)
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- Press, S. J., 1972. "Multivariate stable distributions," Journal of Multivariate Analysis, Elsevier, vol. 2(4), pages 444-462, December.
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- Eugene F. Fama, 1963. "Mandelbrot and the Stable Paretian Hypothesis," The Journal of Business, University of Chicago Press, vol. 36, pages 420-420.
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