Parameter Estimation of Symmetric $\alpha$-stable Distribution based on Empirical Characteristic Function

Chen Wang,Lidong Gu, Yiwen Zhang,Zhiqiang Song

2021 IEEE 3rd International Conference on Frontiers Technology of Information and Computer (ICFTIC)（2021）

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摘要

A method of estimating parameters of symmetric $\alpha$ -stable distribution based on empirical characteristic function is proposed. Parameters of symmetric $\alpha$ -stable distribution of semiconductor devices' 1/f noise can be estimated. The effectiveness of our method is demonstrated through simulation results.

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关键词

symmetric $\alpha$-stable distribution,empirical characteristic function,1/f noise,semiconductor devices

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