New estimators for tail heaviness parameter of generalized Gaussian distribution

Alexey A. Roenko, Dmitriy Kurkin, Vladimir Lukin, Igor Djurovic. New estimators for tail heaviness parameter of generalized Gaussian distribution. In 1st Mediterranean Conference on Embedded Computing, MECO 2012, Bar, Montenegro, June 19-21, 2012. pages 96-99, IEEE, 2012. [doi]

Abstract

Abstract is missing.