StableEstim (Q27932)
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Estimate the Four Parameters of Stable Laws using Different Methods
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| default for all languages | No label defined |
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| English | StableEstim |
Estimate the Four Parameters of Stable Laws using Different Methods |
Statements
expanded from: GPL (≥ 2) (English)
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9 December 2025
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Estimate the four parameters of stable laws using maximum likelihood method, generalised method of moments with finite and continuum number of points, iterative Koutrouvelis regression and Kogon-McCulloch method. The asymptotic properties of the estimators (covariance matrix, confidence intervals) are also provided.
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Identifiers
23 September 2022
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