The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We present a method based on application of the method of moments to the empirical characteristic function. Further, we show almost sure convergence of our estimators, discover their limiting distribution and demonstrate their finite-sample performance.

翻译：亚高加索地区稳定分布法是高度尾熟的螺旋形法律,在信号处理和财务数学中具有令人感兴趣的应用。这项工作解决了对分布进行可行估计的问题。我们提出了一个基于对经验特性函数应用瞬间方法的方法。此外,我们几乎可以肯定地展示出我们的测算员的趋同,发现其有限的分布,并展示其有限的抽样性能。