Diverging moments and parameter estimation

Journal of the American Statistical Association

Volumn 100, Issue 472, 2005, Pages 1382-1393

  Gonçalvès, Paulo ^a   Riedi, Rudolf ^b  

^a INRIA Rh ne Alpes   (France)

^b Rice University   (United States)

Author keywords

Characteristic functions; Diverging moments; Heavy tailed distributions; Wavelet transform

Indexed keywords

EID: 29144488074     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214505000000303     Document Type: Article

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