Research Article
A Novel Parameter Estimation Method of Alpha-stable Distribution Based on Extreme Value
@INPROCEEDINGS{10.1109/CHINACOM.2007.4469467, author={Li Li and Li Yu and Guangxi Zhu and Xuebing Pei}, title={A Novel Parameter Estimation Method of Alpha-stable Distribution Based on Extreme Value}, proceedings={2nd International ICST Conference on Communications and Networking in China}, publisher={IEEE}, proceedings_a={CHINACOM}, year={2008}, month={3}, keywords={Alpha-stable distribution asymmetric tails asymptotic Pareto characteristic parameter estimation}, doi={10.1109/CHINACOM.2007.4469467} }- Li Li
Li Yu
Guangxi Zhu
Xuebing Pei
Year: 2008
A Novel Parameter Estimation Method of Alpha-stable Distribution Based on Extreme Value
CHINACOM
IEEE
DOI: 10.1109/CHINACOM.2007.4469467
Abstract
Since Alpha-stable distribution was introduced as a generalization of Gaussian distribution, it has been applied to model and to analyze signals with high variability. After analyzing characteristic of PDF of Alpha-stable distribution, we propose a novel parameter estimation method of Alpha-stable distribution, based on asymptotic Pareto characteristic and asymmetry of its tails. Simulation and analysis results prove that this method could achieve much more accuracy and stability compared with other estimation methods.
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