Estimation of Parameters of Stable Distributions

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dc.creatorWang, Chunlin
dc.date2006-11-19
dc.date.accessioned2026-07-07T08:08:24Z
dc.date.available2026-07-07T08:08:24Z
dc.descriptionIn 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.
dc.description15 pages
dc.identifierhttps://arxiv.org/abs/math/0611567
dc.identifierhttp://arxiv.org/abs/math/0611567
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131252
dc.subjectStatistics Theory
dc.subjectProbability
dc.subjectPrimary 62H12; Secondary 62F12, 62H12
dc.titleEstimation of Parameters of Stable Distributions
dc.typetext

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