Estimating the parameters of an -stable distribution using the existence of moments of order statistics-Reference-Cited by-同舟云学术

Estimating the parameters of an -stable distribution using the existence of moments of order statistics

Published:2014-07 Issue: Volume:90 Page:78-84
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Mohammadi Mohammad,Mohammadpour Adel

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference13 articles.

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3. Asymptotic Theory of Statistics and Probability;DasGupta,2008

4. Gallardo, J.R., 2000. Fractional stable noise processes and their application to traffic models and fast simulation of broadband telecommunications networks. Ph.D. dissertation, Department of Electrical and Computer Science, George Washington University.

5. Alpha-stable paradigm in financial markets;Kabašinskas;J. Comput. Anal. Appl.,2009

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