Estimation of Parameters of Stable Distributions
Statistics Theory
2007-06-13 v1 Probability
Statistics Theory
Abstract
In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with . We don't assume symmetry for stable distributions.
Cite
@article{arxiv.math/0611567,
title = {Estimation of Parameters of Stable Distributions},
author = {Chunlin Wang},
journal= {arXiv preprint arXiv:math/0611567},
year = {2007}
}
Comments
15 pages