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A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution - MaRDI portal

A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution (Q4521569)

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scientific article; zbMATH DE number 1547301
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A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution
scientific article; zbMATH DE number 1547301

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    A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution (English)
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    3 January 2001
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    Stable distributions
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    Median-unbiased estimation
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    Fama-Roll estimator
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    Identifiers