Title: Estimation in Univariate and Multivariate Stable Distributions
Abstract:Abstract This paper proposes several methods of estimating parameters in stable distributions. All the methods involve sample characteristic functions. One of the methods which is based upon the metho...Abstract This paper proposes several methods of estimating parameters in stable distributions. All the methods involve sample characteristic functions. One of the methods which is based upon the method of moments is treated in some detail. Asymptotic normal distributions for the proposed moment estimators are provided. Moreover, all methods provide consistent estimators. The estimation problem is treated for both univariate and multivariate stable distributions.Read More
Publication Year: 1972
Publication Date: 1972-12-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 251
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