Estimation of Parameters of Stable Distributions

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In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with $0<α<2$. We don't assume symmetry for stable distributions.
15 pages

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Statistics Theory, Probability, Primary 62H12; Secondary 62F12, 62H12

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http://salesiana.dossiersoluciones.com/handle/123456789/131252

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0611567
 http://arxiv.org/abs/math/0611567

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arXiv