Asymptotics of maximum likelihood estimation for stable law with continuous parameterization (Q5078578): Difference between revisions

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Latest revision as of 01:34, 29 July 2024

scientific article; zbMATH DE number 7531009
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English
Asymptotics of maximum likelihood estimation for stable law with continuous parameterization
scientific article; zbMATH DE number 7531009

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    Asymptotics of maximum likelihood estimation for stable law with continuous parameterization (English)
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    23 May 2022
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    characteristic function
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    stable distributions
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    Fisher information matrix
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    maximum likelihood estimator
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    score functions
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