scientific article; zbMATH DE number 1894366

zbMATH Open1012.62029MaRDI QIDQ4801565FDOQ4801565

Authors: Bruno Rémillard, Radu Theodorescu 

Publication date: 24 June 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

characteristic functionconsistent estimatororder statisticstable distributionPolya distributiontailweightLinnik distributionSibuya distributionParetian distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Cited In (10)

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• A simple estimator for the characteristic exponent of the stable Paretian distribution
• Negative binomial time series models based on expectation thinning operators
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• ON THE USE OF THE EMPIRICAL DISTRIBUTION AND CHARACTERISTIC FUNCTION TO ESTIMATE PARAMETERS OF REGULAR VARIATION
• Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws
• Semiparametric estimators for heavy tailed distributions
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• EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION

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