Method-of-moments estimators of stable distribution parameters

DOI10.1016/0096-3003(81)90025-4MaRDI QIDQ1157643zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3434940 (Why is no real title available?)
• scientific article; zbMATH DE number 3436435 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• A Method for Simulating Stable Random Variables
• Estimation in Univariate and Multivariate Stable Distributions
• Estimation of Stable Law Parameters: Stock Price Behavior Application
• Parameter Estimates for Symmetric Stable Distributions
• Stable Distributions in Statistical Inference: 1. Symmetric Stable Distributions Compared to Other Symmetric Long-Tailed Distributions
• Tables and graphs of the stable probability density functions
• The estimation of the parameters of the stable laws

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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