An historical overview of stable probability distributions in signal processing

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 6, Issue , 2000, Pages 3795-3797

  Stuck, B W ^a  

^a Signal Lake Venture Fund LP   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

PROBABILITY DISTRIBUTIONS; ERROR ANALYSIS; KALMAN FILTERING; MARKOV PROCESSES; MATHEMATICAL MODELS; SPURIOUS SIGNAL NOISE; STATISTICAL METHODS;

SIGNAL PROCESSING;

GAUSSIAN DISTRIBUTION; LINEAR FILTERING THEORY; TELEPHONE NOISE;

EID: 0033678501     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2000.860229     Document Type: Conference Paper

References (15)

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2. DuMouchel, W. H., "Stable Distributions in Statistical Inference", (1971), Department of Statistics, Yale University Ph. D. Dissertation
3. Fama, E. F., "Behavior of Stock Market Prices", (1965), J. Business, 34-105.
4. Fama, E. F. and Roll, R., "Properties of Symmetric Stable Distributions", (1968), J. American Statistical Association, 817-836.
5. Fama, E. F. and Roll, R., "Parameter Estimates for Symmetric Stable Distributions", (1971), J. American Statistical Association, 331-338.
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7. Mandelbrot, B. "The Variation of Some Other Speculative Prices", (1967), J. Business, 393-413.
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9. Newman, CM. and Stuck, B. W. (1979b), "Chernoff Bounds for Discriminating Between Two Markov Processes", Stochastics, 139-153.
10. Stuck, B. W. and Kleiner, B. (1974) "A Statistical Analysis of Telephone Noise", Bell System Technical Journal (53), 1263-1320
11. Stuck, B. W. (1976a) "Distinguishing Stable Probability Measures, Part I: Discrete Time", Bell System Technical Journal (55), 1125-1182.
12. Stuck, B. W. (1976b) "Distinguishing Stable Probability Measures, Part II: Continuous Time", Bell System Technical Journal (55), 1183-1196.
13. Chambers, J. M., Mallows, C. L. and Stuck, B. W. (1976c) "A Method for Simulating Stable Random Variables", Journal of the American Statistical Association (71), 1340-1344.
14. Stuck, B. W. (1976d) "Explicit Solutions to Some Single-Period Investment Problems for risky Log-Stable Stocks", Journal of Financial Economics (3), 277-294.
15. Stuck, B. W. (1977) "Minimum Error Dispersion Linear Filtering of Scalar Symmetric Stable Processes", IEEE Transactions on Automatic Control (AC-23), 507-509.