Parameter estimation of stable distributions

Communications in Statistics - Theory and Methods

Volumn 35, Issue 2, 2006, Pages 245-255

  Fan, Zhaozhi ^a  

^a UNIVERSITY OF NEW HAMPSHIRE   (United States)

Author keywords

Asymptotic normality; Simulation; Stable distribution; Stable index; U statistics

Indexed keywords

COMPUTER SIMULATION; STATISTICS;

ASYMPTOTIC NORMALITY; STABLE DISTRIBUTION; STABLE INDEX; U-STATISTICS;

PARAMETER ESTIMATION;

EID: 32444450412     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610920500439992     Document Type: Article

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