High-Efficiency Estimation for the Positive Stable Laws
From MaRDI portal
Publication:3918900
DOI10.2307/2287521zbMath0466.62032MaRDI QIDQ3918900
Bruce M. Brown, Peter J. Brockwell
Publication date: 1981
Full work available at URL: https://doi.org/10.2307/2287521
information matrix; asymptotic efficiency; stable distribution; moment method; moment estimation; Cramer-Rao lower bound
62F12: Asymptotic properties of parametric estimators
62F10: Point estimation
65C99: Probabilistic methods, stochastic differential equations
Related Items
The logit-stable distributions and latent utility scales in categorical data applications, The moment generating function has its moments, Monte Carlo inference in econometric models with symmetric stable disturbances, Comparison of estimators in stable models., Moment generating function based estimators with some optimal properties, Empirical Characteristic Function Estimation and Its Applications, On statistical transform methods and their efficiency