A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution (Q4521569)
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scientific article; zbMATH DE number 1547301
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| English | A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution |
scientific article; zbMATH DE number 1547301 |
Statements
A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution (English)
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3 January 2001
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Stable distributions
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Median-unbiased estimation
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Fama-Roll estimator
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