Indirect estimation of elliptical stable distributions
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Publication:961425
DOI10.1016/j.csda.2008.04.035zbMath1453.62144OpenAlexW3125251212MaRDI QIDQ961425
David Veredas, Marco J. Lombardi
Publication date: 30 March 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1814/8122
Infinitely divisible distributions; stable distributions (60E07) Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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