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A new representation for the characteristic function of strictly geo-stable vectors
Published online by Cambridge University Press: 14 July 2016
Abstract
A new representation for the characteristic function of the multivariate strictly geo-stable distribution is presented. The representation is appealing from a parametric viewpoint: its parameters have an intuitive probabilistic interpretation; and it is particularly useful for estimating the parameters of the geo-stable distribution.
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- Copyright © by the Applied Probability Trust 2000
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