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Volumn 19, Issue 4, 1990, Pages 1459-1464

Maximum likelihood estimates of symmetric stable distribution parameters

Author keywords

leptokurtosis; non linear optimization; numerical integration; Paretian distribution

Indexed keywords


EID: 0000270897     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610919008812928     Document Type: Article
Times cited : (57)

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    • MINTDF: A FORTRAN Subroutine for Computing Parametric Integrals
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    • Simple consistent estimators of stable distribution parameters
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    • Systems Optimization Laboratory, Stanford, CA.
    • Murtagh, B.A. and Saunders, M.A. (1983). MINOS 5.0 User's Guide. Technical Report SOL 83–20, Systems Optimization Laboratory, Stanford, CA.
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    • Murtagh, B.A.1    Saunders, M.A.2
  • 13
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    • The estimation of the parameters of the stable laws
    • Paulson, A.S., Holcomb, E.W., and Leitch, R.A. (1975). ‘The estimation of the parameters of the stable laws,’ Biometrika 62, 163–70.
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    • The behavior of futures prices over time
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.