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Asymptotically efficient estimation of location for a symmetric stable law

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Publication:1234981
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DOI10.1214/AOS/1176343644zbMath0349.62023OpenAlexW2048744673MaRDI QIDQ1234981

Alan Paul Fenech

Publication date: 1976

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343644



Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)


Related Items (2)

Spectral estimation of the fractional order of a Lévy process ⋮ Volatility estimators for discretely sampled Lévy processes







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