Simple consistent estimators of stable distribution parameters
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Publication:3753263
DOI10.1080/03610918608812563zbMATH Open0612.62028OpenAlexW2060164407MaRDI QIDQ3753263FDOQ3753263
Publication date: 1986
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918608812563
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tablesasymptotic efficiencyquantilesskewnessstable distributionasymptotic varianceslocationcharacteristic exponentdiscontinuityleptokurtosisconsistent estimatorsscale estimatorFama-Roll method
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