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Journal of the American Statistical Association Volume 76, 1981 - Issue 375
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Theory and Method

High-Efficiency Estimation for the Positive Stable Laws

P. J. Brockwell Colorado State University, Fort Collins, CO, 80523, USA
&
B. M. Brown La Trobe University, Bundoora, Victoria, Australia, 3083
Pages 626-631 | Received 01 Aug 1979, Published online: 12 Mar 2012

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Jun Yu. (2004) Empirical Characteristic Function Estimation and Its Applications. Econometric Reviews 23:2, pages 93-123.
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Vedat Akgiray & ChristopherG. Lamoureux. (1989) Estimation of Stable-Law Parameters: A Comparative Study. Journal of Business & Economic Statistics 7:1, pages 85-93.
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J. Huston McCulloch. (1986) Simple consistent estimators of stable distribution parameters. Communications in Statistics - Simulation and Computation 15:4, pages 1109-1136.
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Articles from other publishers (11)

Andrew Luong. (2017) Maximum Entropy Empirical Likelihood Methods Based on Laplace Transforms for Nonnegative Continuous Distribution with Actuarial Applications. Open Journal of Statistics 07:03, pages 459-482.
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Jonathan Jordan & Andrew R. Wade. (2016) Phase Transitions for Random Geometric Preferential Attachment Graphs. Advances in Applied Probability 47:2, pages 565-588.
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Peter Schmidt. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Yacine At-Sahalia & Jean Jacod. (2008) Fisher's Information for Discretely Sampled Lvy Processes. Econometrica 76:4, pages 727-761.
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Peter Schmidt. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
Peter Schmidt. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
R. Höpfner & L. Rüschendorf. (1999) Comparison of estimators in stable models. Mathematical and Computer Modelling 29:10-12, pages 145-160.
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J. Huston McCulloch. 1996. Statistical Methods in Finance. Statistical Methods in Finance 393 425 .
S. M. Shkol'nik. (1996) Some goodness-of-fit tests for the positive stable distributions. Journal of Mathematical Sciences 78:1, pages 109-114.
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Andrey Feuerverger & Philip Mcdunnough. (2008) On statistical transform methods and their efficiency. Canadian Journal of Statistics 12:4, pages 303-317.
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Jun Yu. (2003) Empirical Characteristic Function Estimation and its Applications. SSRN Electronic Journal.
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