Parameter Estimation of Stable Distributions (Q5201486): Difference between revisions

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+https://doi.org/10.1080/03610920500439992
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+W2081290935
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+A Method for Simulating Stable Random Variables
@@ Property / cites work: A Method for Simulating Stable Random Variables / rank @@
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+Central limit theorems for sums of extreme values
@@ Property / cites work: Central limit theorems for sums of extreme values / rank @@
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+Kernel estimates of the tail index of a distribution
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+Tail estimates motivated by extreme value theory
@@ Property / cites work: Tail estimates motivated by extreme value theory / rank @@
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+Q3855962
@@ Property / cites work: Q3855962 / rank @@
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+Estimating the index of a stable distribution
@@ Property / cites work: Estimating the index of a stable distribution / rank @@
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+Q3756303
@@ Property / cites work: Q3756303 / rank @@
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+Parameter Estimates for Symmetric Stable Distributions
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+Estimation problems for distributions with heavy tails
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+Q3670359
@@ Property / cites work: Q3670359 / rank @@
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+Adaptive estimates of parameters of regular variation
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+A simple general approach to inference about the tail of a distribution
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+Q4247109
@@ Property / cites work: Q4247109 / rank @@
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+Estimating the index of a stable law via the pot-method
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+Laws of large numbers for sums of extreme values
@@ Property / cites work: Laws of large numbers for sums of extreme values / rank @@
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+Simple consistent estimators of stable distribution parameters
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+A simple robust estimation method for the thickness of heavy tails
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+Modeling asset returns with alternative stable distributions<sup>*</sup>
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+Q2738737
@@ Property / cites work: Q2738737 / rank @@
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+Statistical inference using extreme order statistics
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+Estimation in Univariate and Multivariate Stable Distributions
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+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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