Abstract
Estimating the parameters of a skewed α-stable distribution calls for estimation of four unknown parameters of the probability density function (PDF): the location parameter, the scale parameter, the characteristic exponent and the skewness parameter. We present cumulative distribution function (CDF) based estimators for either the location parameter, the skewness parameter, or the characteristic exponent. The estimators are simple, consistent and their asymptotic performance is analyzed. Of a particular interest is the new estimator for the skewness parameter which is given in a closed form, as a function of the other parameters. As such, it can be used for reducing the search dimension when joint parameter estimation of a skewed stable distribution is called for.
| Original language | English |
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| Title of host publication | Design and Implementation of Signal Processing SystemNeural Networks for Signal Processing Signal Processing EducationOther Emerging Applications of Signal ProcessingSpecial Sessions |
| Publisher | Institute of Electrical and Electronics Engineers Inc. |
| Pages | 3822-3825 |
| Number of pages | 4 |
| ISBN (Electronic) | 0780362934 |
| DOIs | |
| State | Published - 2000 |
| Externally published | Yes |
| Event | 25th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2000 - Istanbul, Turkey Duration: 5 Jun 2000 → 9 Jun 2000 |
Publication series
| Name | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
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| Volume | 6 |
| ISSN (Print) | 1520-6149 |
Conference
| Conference | 25th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2000 |
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| Country/Territory | Turkey |
| City | Istanbul |
| Period | 5/06/00 → 9/06/00 |
Bibliographical note
Publisher Copyright:© 2000 IEEE.