An iterative procedure for the estimation of the parameters of stable laws
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610918108812189
Reference8 articles.
1. A Method for Simulating Stable Random Variables
2. Some Properties of Symmetric Stable Distributions
3. Parameter Estimates for Symmetric Stable Distributions
4. The integrated squared error estimation of parameters
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