Parametric estimation of tempered stable laws
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Publication:6634817
DOI10.30757/alea.v21-59MaRDI QIDQ6634817
Publication date: 8 November 2024
Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)
generalized method of momentsmaximum likelihood methodtempered stable distributionsparametric estimation
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Derivative securities (option pricing, hedging, etc.) (91G20)
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