Geometric stable laws: Estimation and applications (Q1596880): Difference between revisions

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+Modeling asset returns with alternative stable distributions<sup>*</sup>
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+The theory of geometric stable distributions and its use in modeling financial data
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+Generalized stable models for financial asset returns
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+Asymptotic methods in reliability theory: a review
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+First Passage Times for Combinations of Random Loads
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Parameter Estimates for Symmetric Stable Distributions
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+Simple consistent estimators of stable distribution parameters
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+The integrated squared error estimation of parameters
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+Regression-Type Estimation of the Parameters of Stable Laws
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+The estimation of the parameters of the stable laws
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+Estimation in Univariate and Multivariate Stable Distributions
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+A multivariate Linnik distribution
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+https://doi.org/10.1016/s0895-7177(99)00107-7
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+W2106832008
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