Inference for the positive stable laws based on a special quadratic distance
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Publication:537232
DOI10.1016/j.stamet.2008.05.004zbMath1220.62033OpenAlexW2137357932MaRDI QIDQ537232
Publication date: 19 May 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2008.05.004
Laplace transformconsistencyasymptotic normalityefficiencygoodness-of-fitGauss-Newton algorithmnegative momentsmoment-cumulant estimatorsquadratic distance
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- The integrated squared error estimation of parameters
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