Simple consistent estimators of stable distribution parameters (Q3753263)
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scientific article
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| English | Simple consistent estimators of stable distribution parameters |
scientific article |
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Simple consistent estimators of stable distribution parameters (English)
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1986
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consistent estimators
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Fama-Roll method
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asymptotic efficiency
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leptokurtosis
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skewness
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scale estimator
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asymptotic variances
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characteristic exponent
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stable distribution
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quantiles
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tables
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discontinuity
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location
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