StableEstim

swMATH16060CRANStableEstimMaRDI QIDQ27932FDOQ27932

Estimate the Four Parameters of Stable Laws using Different Methods

Georgi N. Boshnakov, Tarak Kharrat

Last update: 7 August 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.2

Official website: https://cran.r-project.org/web/packages/StableEstim/index.html

Source code repository: https://github.com/cran/StableEstim

Cited In (5)

• A characteristic function-based approach to approximate maximum likelihood estimation
• GEVStableGarch
• TempStable
• deforestable
• Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations

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