Simple consistent estimators of stable distribution parameters (Q3753263)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simple consistent estimators of stable distribution parameters |
scientific article; zbMATH DE number 3990605
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Simple consistent estimators of stable distribution parameters |
scientific article; zbMATH DE number 3990605 |
Statements
Simple consistent estimators of stable distribution parameters (English)
0 references
1986
0 references
consistent estimators
0 references
Fama-Roll method
0 references
asymptotic efficiency
0 references
leptokurtosis
0 references
skewness
0 references
scale estimator
0 references
asymptotic variances
0 references
characteristic exponent
0 references
stable distribution
0 references
quantiles
0 references
tables
0 references
discontinuity
0 references
location
0 references
0.8389170169830322
0 references
0.8259209990501404
0 references
0.822138249874115
0 references
