Estimating the parameters of an \({\alpha}\)-stable distribution using the existence of moments of order statistics

DOI10.1016/j.spl.2014.03.008zbMath1288.62031OpenAlexW1998047561MaRDI QIDQ2453924

Mohammad Mohammadi, Adel Mochammadpour

Publication date: 11 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.03.008

zbMATH Keywords

asymptotic distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

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Cites Work

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• Wavelet-based estimation for univariate stable laws
• Normal and stable convergence of integral functions of the empirical distribution function
• Extrema of skewed stable processes
• Simple consistent estimators of stable distribution parameters

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