Method-of-moments estimators of stable distribution parameters

DOI10.1016/0096-3003(81)90025-4zbMath0471.62027OpenAlexW2054641128MaRDI QIDQ1157643

James P. Rozelle, Bruce D. Fielitz

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

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

Related Items (3)

Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes ⋮ The method of simulated quantiles ⋮ Estimation of stable distributions by indirect inference

Cites Work

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• Estimation of Stable Law Parameters: Stock Price Behavior Application
• The estimation of the parameters of the stable laws
• A Method for Simulating Stable Random Variables
• Tables and graphs of the stable probability density functions
• Parameter Estimates for Symmetric Stable Distributions
• Estimation in Univariate and Multivariate Stable Distributions
• Stable Distributions in Statistical Inference: 1. Symmetric Stable Distributions Compared to Other Symmetric Long-Tailed Distributions

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