Method-of-moments estimators of stable distribution parameters

DOI10.1016/0096-3003(81)90025-4zbMATH Open0471.62027OpenAlexW2054641128MaRDI QIDQ1157643FDOQ1157643

Authors: Bruce D. Fielitz, James P. Rozelle 

Publication date: 1981

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(81)90025-4

zbMATH Keywords

Pareto distributions

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99) Parametric tolerance and confidence regions (62F25)

Cites Work

• The estimation of the parameters of the stable laws
• A Method for Simulating Stable Random Variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Parameter Estimates for Symmetric Stable Distributions
• Estimation in Univariate and Multivariate Stable Distributions
• Tables and graphs of the stable probability density functions
• Title not available (Why is that?)
• Stable Distributions in Statistical Inference: 1. Symmetric Stable Distributions Compared to Other Symmetric Long-Tailed Distributions
• Estimation of Stable Law Parameters: Stock Price Behavior Application

Cited In (3)

• Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
• Estimation of stable distributions by indirect inference
• The method of simulated quantiles

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