Characteristic function based parameter estimation of skewed alpha-stable distribution: An analytical approach
文摘
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A novel approach for parameter estimation of α-stable distribution.

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Characteristic exponent, skewness, dispersion and location parameters are estimated analytically

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Two points of CF are utilized to establish the hierarchical framework of the estimator

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Simple implementation with good accuracy for symmetric and non-symmetric distributions

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The superior performance of the estimator for both synthetic and real SAR signals

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