Parameter Estimation of Stable Distributions

DOI10.1080/03610920500439992zbMath1084.62019OpenAlexW2081290935MaRDI QIDQ5201486

Zhaozhi Fan

Publication date: 19 April 2006

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

Full work available at URL: https://doi.org/10.1080/03610920500439992

zbMATH Keywords

tablessimulationasymptotic normality\(U\)-statisticsstable distributionstable index

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12)

Related Items (8)

Estimation of the parameters of multivariate stable distributions ⋮ Nonparametric inference of discretely sampled stable Lévy processes ⋮ \(U\)-statistic for multivariate stable distributions ⋮ Detection of changes in a random financial sequence with a stable distribution ⋮ A heavy-tailed empirical Bayes method for replicated microarray data ⋮ Nonparametric estimation of the kernel function of symmetric stable moving average random functions ⋮ Minimum-Distance Estimator for Stable Exponent ⋮ Empirical cumulant function based parameter estimation in stable laws

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