Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws
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Publication:5129830
DOI10.1063/5.0013148zbMath1456.62034arXiv2005.11499OpenAlexW3026604174WikidataQ98203126 ScholiaQ98203126MaRDI QIDQ5129830
Publication date: 2 November 2020
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.11499
Point estimation (62F10) Characteristic functions; other transforms (60E10) Statistical ranking and selection procedures (62F07)
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