Advanced search
Publication Cover
Communications in Statistics - Simulation and Computation Volume 14, 1985 - Issue 4
Submit an article Journal homepage
27
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

Modified weighted squared error estimation procedures with special emphasis on the stable laws

A. S. Paulson Rensselaer Polytechnic Institute, Troy, New York, 12181
&
T. A. Delehanty Rensselaer Polytechnic Institute, Troy, New York, 12181
Pages 927-972 | Received 01 Oct 1982, Published online: 27 Jun 2007

Citations (7)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (3)

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

Articles from other publishers (4)

R.F. Brcich, D.R. Iskander & A.M. Zoubir. (2005) The stability test for symmetric alpha-stable distributions. IEEE Transactions on Signal Processing 53:3, pages 977-986.
Crossref
Tomasz J. Kozubowski, Anna K. Panorska & Svetlozar T. Rachev. 2003. Handbook of Heavy Tailed Distributions in Finance. Handbook of Heavy Tailed Distributions in Finance 131 167 .
J. Huston McCulloch. 1996. Statistical Methods in Finance. Statistical Methods in Finance 393 425 .
Jun Yu. (2003) Empirical Characteristic Function Estimation and its Applications. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.