Wavelet-Based Estimation for Univariate Stable Laws

Stable distributions are characterized by four parameters which can be estimated via a number of methods, and although approximate maximum likelihood estimation techniques have been proposed, they are computationally intensive and difficult to implement. This article describes a fast, wavelet-based,...

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Bibliographic Details
Published in:Annals of the Institute of Statistical Mathematics 2006-12, Vol.58 (4), p.779-807
Main Authors: Antoniadis, Anestis, Feuerverger, Andrey, Gonçalves, Paulo
Format: Article
Language:English
Subjects:
Estimating techniques
Mathematics
Maximum likelihood estimation
Methods
Parameter estimation
Parameters
Random variables
Regression analysis
Skewness
Statistics
Statistics Theory
Studies
Wavelet transforms
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