Simulation of Estimates Using the Empirical Characteristic Function

DOI10.2307/1403191zbMath0616.62033OpenAlexW2042326448MaRDI QIDQ4725494

Eugene Seneta, Dilip B. Madan

Publication date: 1987

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403191

zbMATH Keywords

parameter estimationcharacteristic functionsempirical characteristic functionsimulation studylong-tailed distributionssymmetric distributionsquadratic form minimization procedure

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

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