Asymptotics of maximum likelihood estimation for stable law with continuous parameterization (Q5078578): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 19:41, 5 March 2024
scientific article; zbMATH DE number 7531009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of maximum likelihood estimation for stable law with continuous parameterization |
scientific article; zbMATH DE number 7531009 |
Statements
Asymptotics of maximum likelihood estimation for stable law with continuous parameterization (English)
0 references
23 May 2022
0 references
characteristic function
0 references
stable distributions
0 references
Fisher information matrix
0 references
maximum likelihood estimator
0 references
score functions
0 references
