On estimation of the spectral measure of certain nonnormal operator stable laws
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.
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Volume (Year): 43 (1999)
Issue (Month): 4 (July)
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References listed on IDEAS
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- Meerschaert, Mark M., 1986. "Domains of attraction of nonnormal operator-stable laws," Journal of Multivariate Analysis, Elsevier, vol. 19(2), pages 342-347, August.