Simulation of Estimates Using the Empirical Characteristic Function

DOI10.2307/1403191MaRDI QIDQ4725494zbMATH OpenOpenAlexFDO

Authors Dilip B. Madan, Eugene Seneta

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 estimationsimulation studysymmetric distributionscharacteristic functionslong-tailed distributionsempirical characteristic functionquadratic form minimization procedure

Mathematics Subject Classification ID

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

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