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This paper presents a comparison of six different methods of estimating parameters for alpha-stable distributions on simulated and real data. Subsequently, the paper numerically investigates the re... Click to show full abstract
This paper presents a comparison of six different methods of estimating parameters for alpha-stable distributions on simulated and real data. Subsequently, the paper numerically investigates the re...
Keywords:
distribution hurst;
alpha stable;
hurst coefficients;
parameter estimates;
stable distribution;
estimates alpha
Journal Title: Journal of Environmental Engineering and Science
Year Published: 2018
Link to full text (if available)
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Journal Title: Journal of Environmental Engineering and Science
Year Published: 2018
Link to full text (if available)
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recommendations!