Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function

DOI10.1080/03610926.2014.901382zbMath1342.62026arXiv1309.1296OpenAlexW3100904434MaRDI QIDQ3178648

J. Martin van Zyl

Publication date: 15 July 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.1296

zbMATH Keywords

characteristic functionapproximationregressionstable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Statistical Tools for Finance and Insurance
• On statistical transform methods and their efficiency
• An iterative procedure for the estimation of the parameters of stable laws
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