The estimation of the parameters of the stable laws

Biometrika

Volumn 62, Issue 1, 1975, Pages 163-170

  Paulson, A S ^a   Holcomb, E W ^b   Leitch, R A ^c  

^a RENSSELAER POLYTECHNIC INSTITUTE   (United States)

^b BOEING COMPANY   (United States)

^c UNIVERSITY OF GEORGIA   (United States)

Author keywords

Empirical characteristic function; Estimation of parameters; Gradient search; Stable laws

Indexed keywords

EID: 0016639675     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/62.1.163     Document Type: Article

References (0)