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On estimating the tail index and the spectral measure of multivariate \alpha -stable distributions |
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| Authors: | Mohammad Mohammadi Adel Mohammadpour Hiroaki Ogata |
| Institution: | 1. Department of Statistics, Faculty of Mathematics and Computer Science, Amirkabir University of Technology (Tehran Polytechnic), 424, Hafez Ave., Tehran, Iran 3. Department of Economics, McGill University, Montréal, Canada 2. School of Business Administration, Faculty of Urban Liberal Arts, Tokyo Metropolitan University, 1-1 Minami-Osawa, Hachioji, Tokyo, Japan |
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