Estimating a Stability Parameter: Asymptotics and Simulations
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Publication:4379703
DOI10.1080/02331889808802616zbMath0921.62026OpenAlexW1985772285MaRDI QIDQ4379703
Publication date: 4 October 1999
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889808802616
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (2)
Estimating the index of a stable law via the pot-method ⋮ Comparison of estimators in stable models.
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