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


  • Scheffler, Hans-Peter


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.

Suggested Citation

  • Scheffler, Hans-Peter, 1999. "On estimation of the spectral measure of certain nonnormal operator stable laws," Statistics & Probability Letters, Elsevier, vol. 43(4), pages 385-392, July.
  • Handle: RePEc:eee:stapro:v:43:y:1999:i:4:p:385-392

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    References listed on IDEAS

    1. Meerschaert, Mark M., 1986. "Domains of attraction of nonnormal operator-stable laws," Journal of Multivariate Analysis, Elsevier, vol. 19(2), pages 342-347, August.
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    Cited by:

    1. Meerschaert, Mark M. & Scalas, Enrico, 2006. "Coupled continuous time random walks in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 114-118.


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