Estimating a Stability Parameter: Asymptotics and Simulations

DOI10.1080/02331889808802616zbMath0921.62026OpenAlexW1985772285MaRDI QIDQ4379703

Reinhard Hoepfner

Publication date: 4 October 1999

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889808802616

zbMATH Keywords

asymptotic efficiencyHill's estimatorstability parametersymmetric stable lawestimator sequences

Mathematics Subject Classification ID

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.

Cites Work

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• A Method for Simulating Stable Random Variables
• A characterization of limiting distributions of regular estimates

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