Parameter Estimation for the Discrete Stable Family

DOI10.1080/03610920701570298zbMath1135.62025MaRDI QIDQ3499068

Lucio Barabesi, Marzia Marcheselli, Alberto Baccini

Publication date: 19 May 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701570298

zbMATH Keywords

empirical probability generating function; discrete stable distribution

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

60E10: Characteristic functions; other transforms

Related Items

Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family, Some Simple Method of Estimation for the Parameters of the Discrete Stable Distribution with the Probability Generating Function

Uses Software

• Mathematica

Cites Work

• Unnamed Item
• Unnamed Item
• Discrete stable random variables
• A triptych of discrete distributions related to the stable law
• Tests of fit for discrete distributions based on the probability generating function
• Discrete scale-free distributions and associated limit theorems
• Applying the Horvitz-Thompson criterion in complex designs: A computer-intensive perspective for estimating inclusion probabilities
• Estimation in Univariate and Multivariate Stable Distributions
• Convergence of stochastic processes