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Estimation of the characteristic exponent of stable laws

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We present an estimation algorithm for the characteristic parameter α of a stable law and obtain an upper bound of the quadratic deviation of the estimator. We apply this algorithm… Click to show full abstract

We present an estimation algorithm for the characteristic parameter α of a stable law and obtain an upper bound of the quadratic deviation of the estimator. We apply this algorithm in the description of the fluctuation-induced flux in the edge region of the plasma cord of a controlled fusion experiment.

Keywords: estimation characteristic; exponent stable; characteristic exponent; stable laws

Journal Title: Lithuanian Mathematical Journal
Year Published: 2017

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