Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis

Authors:
Marcus Pivato;Luis Seco
Affiliations:
Department of Mathematics, Trent University, Peterborough, Ontario, Canada K9L 1Z6;Department of Mathematics, University of Toronto, Toronto, Ontario, Canada M5S 3G3
Venue:
Journal of Multivariate Analysis
Year:
2003

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Abstract

A new method is developed for estimating the spectral measure of a multivariate stable probability measure, by representing the measure as a sum of spherical harmonics.