Parameter Estimation for Symmetric Stable Distribution

DOI10.2307/2526249zbMath0447.62032OpenAlexW2041109217MaRDI QIDQ3893133

Ruth W. Arad

Publication date: 1980

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526249

zbMATH Keywords

parameter estimationsymmetric stable distributionjackknifing procedureslinearization of sample characteristic function

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items (6)

Empirical Characteristic Function Estimation and Its Applications ⋮ Asymptotic distribution of regression type estimators of parameters of stable laws ⋮ Modified weighted squared error estimation procedures with special emphasis on the stable laws ⋮ Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models ⋮ Efficient posterior integration in stable paretian models ⋮ Stable modeling of value at risk

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