Regression with an infinite number of observations applied to estimating the parameters of the stabl...
Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function
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Ithaca: Cornell University Library, arXiv.org
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English
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Ithaca: Cornell University Library, arXiv.org
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A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these points are dependent on the unknown parameters. And using a fixed number of values for t. In this work the re...
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Full title
Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function
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TN_cdi_proquest_journals_2078939276
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2078939276
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E-ISSN
2331-8422
DOI
10.48550/arxiv.1309.1296
