Parameter estimation of the alpha-stable distribution and applications to financial data

DOI10.32372/chjs.15-01-04MaRDI QIDQ6651107

G. Chaibi, B. D. Coulibaly, Mohammed El Khomssi

Publication date: 10 December 2024

Published in: Chilean Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationcharacteristic functionstable distributionsstock indicesfinancial

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Cites Work

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