Comparison of estimators in stable models. (Q1596874): Difference between revisions

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+Modeling asset returns with alternative stable distributions<sup>*</sup>
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+Estimation in Univariate and Multivariate Stable Distributions
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+On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution
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+The estimation of the parameters of the stable laws
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+ESTIMATION FOR THE POSITIVE STABLE LAWS, I
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+Tail estimation of the stable index \(\alpha\)
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+Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
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+Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique
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+An Introduction to Stochastic Orders, by Félix Belzunce, Carolina Martínez and Julio Mulero. Academic Press, Elsevier Ltd. 2016. Total number of pages: 157. ISBN: 978-0-12-803768-3 (Paperback)
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+A General Approach to the Optimality of Minimum Distance Estimators
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+On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in \(L^ E_ p\)
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+Limit behaviour of the empirical characteristic function
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+Two comments on parameter estimation in stable processes
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