Kernel Estimation of a Characteristic Function
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DOI: 10.1007/s10958-016-3207-1
Abstract: This article deals with the study of asymptotic properties of a nonparametric kernel estimator of a characteristic function. Uniformly strong consistency of kernel estimator with fixed and expanding interval is established. The law of iterated… read more here.
Keywords: function; kernel estimation; estimation characteristic; characteristic function ... See more keywords
Estimation of the characteristic exponent of stable laws
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DOI: 10.1007/s10986-017-9360-5
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… read more here.
Keywords: estimation characteristic; exponent stable; characteristic exponent; stable laws ... See more keywords