Regression-Type Estimation of the Parameters of Stable Laws
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.1980.10477573
Reference21 articles.
1. A Method for Simulating Stable Random Variables
2. Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
3. Mandelbrot and the Stable Paretian Hypothesis
4. The Behavior of Stock-Market Prices
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