Estimation of Parameters of Stable Distributions
classification
🧮 math.ST
math.PRstat.TH
keywords
distributionsstablemethodparametersalphaassumeestimateestimation
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In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with $0<\alpha<2$. We don't assume symmetry for stable distributions.
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