Density parameter estimation of skewed α-stable distributions

IEEE Transactions on Signal Processing

Volumn 49, Issue 10, 2001, Pages 2192-2201

  Kuruoglu E E ^a  

^a ISTI CNR   (Italy)

Author keywords

stable distributions; Extreme value statistics; Fractional order moments; Logarithmic moments; Method of moments; Negative order moments; Parametric density estimation; Skewed pdf

Indexed keywords

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; METHOD OF MOMENTS; MONTE CARLO METHODS; SIGNAL PROCESSING;

LOGARITHMIC MOMENTS; PARAMETRIC DENSITY ESTIMATION;

PARAMETER ESTIMATION;

EID: 0035485846     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.950775     Document Type: Article

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