Asymptotics of maximum likelihood estimation for stable law with continuous parameterization (Q5078578)
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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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