Estimation of Parameters of Stable Distributions
نویسنده
چکیده
In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with 0 < α < 2. We don’t assume symmetry for stable distributions. AMS 2000 Mathematics Subject Classification: Primary 62H12; Secondary 62F12, 62H12
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تاریخ انتشار 2006