Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach
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Publication:2475272
DOI10.1007/s11009-007-9021-yzbMath1130.62051OpenAlexW2094640020MaRDI QIDQ2475272
Abdelhakim Necir, Djamel Meraghni
Publication date: 11 March 2008
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-007-9021-y
Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
Uses Software
Cites Work
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