Empirical cumulant function based parameter estimation in stable laws (Q5224271)
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scientific article; zbMATH DE number 7084456
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| English | Empirical cumulant function based parameter estimation in stable laws |
scientific article; zbMATH DE number 7084456 |
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Empirical cumulant function based parameter estimation in stable laws (English)
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23 July 2019
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asymptotic normality
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argument selection
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characteristic function
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covariance matrix
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cumulant function
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general stable law
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point estimation
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Monte-Carlo simulation
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0.793762743473053
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0.7878544926643372
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