ASYMPTOTIC NORMALITY OF MAXIMUM-LIKELIHOOD ESTIMATE WHEN SAMPLING FROM A STABLE DISTRIBUTION

被引：118

作者：

DUMOUCHEL, WH ^{[1
]}

机构：

[1] UNIV CALIF, BERKELEY, CA 94720 USA

来源：

关键词：

D O I：

10.1214/aos/1176342516

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：948 / 957

页数：10

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