StableEstim

MaRDI QIDQ27932swMATHCRANFDO

Authors 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)

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

This page was built for software: StableEstim