Parameter Estimation Using the EM Algorithm for Symmetric Stable Random Variables and Sub-Gaussian Random Vectors

Mahdi Teimouri, Saeid Rezakhah, Adel Mohammadpour. Parameter Estimation Using the EM Algorithm for Symmetric Stable Random Variables and Sub-Gaussian Random Vectors. JSTA, 17(3):439-461, 2018. [doi]

@article{TeimouriRM18-0,
  title = {Parameter Estimation Using the EM Algorithm for Symmetric Stable Random Variables and Sub-Gaussian Random Vectors},
  author = {Mahdi Teimouri and Saeid Rezakhah and Adel Mohammadpour},
  year = {2018},
  doi = {10.2991/jsta.2018.17.3.4},
  url = {https://doi.org/10.2991/jsta.2018.17.3.4},
  researchr = {https://researchr.org/publication/TeimouriRM18-0},
  cites = {0},
  citedby = {0},
  journal = {JSTA},
  volume = {17},
  number = {3},
  pages = {439-461},
}