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.
|Number of pages||6|
|Journal||Journal of Applied Probability|
|State||Published - Dec 2000|
- Geo-stable laws
- Stable vectors