论文标题
使用矩的方法估计高斯随机向量
Estimation of sub-Gaussian random vectors using the method of moments
论文作者
论文摘要
高斯以下稳定分布是一项重型椭圆形的法律，在信号处理和金融数学中具有有趣的应用。这项工作解决了可行估计分布的问题。我们提出了一种基于矩方法在经验特征函数中的应用方法。此外，我们几乎可以确定估计器的融合，发现其限制分布并证明其有限样本的性能。
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We present a method based on application of the method of moments to the empirical characteristic function. Further, we show almost sure convergence of our estimators, discover their limiting distribution and demonstrate their finite-sample performance.
