Article

Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis

Department of Mathematics, University of Toronto, Toronto, Ontario, Canada
Journal of Multivariate Analysis (Impact Factor: 0.94). 11/2003; 87(2):219-240. DOI: 10.1016/S0047-259X(03)00052-6
Source: RePEc

ABSTRACT 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.

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