High-Efficiency Estimation for the Positive Stable Laws
From MaRDI portal
Publication:3918900
DOI10.2307/2287521zbMath0466.62032OpenAlexW4242307113MaRDI QIDQ3918900
Bruce M. Brown, Peter J. Brockwell
Publication date: 1981
Full work available at URL: https://doi.org/10.2307/2287521
information matrixasymptotic efficiencystable distributionmoment methodmoment estimationCramer-Rao lower bound
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)
Related Items (10)
Empirical Characteristic Function Estimation and Its Applications ⋮ Testing Exponentiality Against NBUL Alternatives Using Positive and Negative Fractional Moments ⋮ Moment generating function based estimators with some optimal properties ⋮ Inference for the positive stable laws based on a special quadratic distance ⋮ The logit-stable distributions and latent utility scales in categorical data applications ⋮ Monte Carlo inference in econometric models with symmetric stable disturbances ⋮ Comparison of estimators in stable models. ⋮ On statistical transform methods and their efficiency ⋮ Phase Transitions for Random Geometric Preferential Attachment Graphs ⋮ The moment generating function has its moments
This page was built for publication: High-Efficiency Estimation for the Positive Stable Laws
