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REGRESSION-TYPE ESTIMATION OF THE PARAMETERS OF STABLE LAWS
被引:325
作者
:
KOUTROUVELIS, IA
论文数:
0
引用数:
0
h-index:
0
KOUTROUVELIS, IA
机构
:
来源
:
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
|
1980年
/ 75卷
/ 372期
关键词
:
D O I
:
10.2307/2287182
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
收藏
页码:918 / 928
页数:11
相关论文
共 21 条
[1]
[Anonymous], 1971, THESIS YALE U
[2]
METHOD FOR SIMULATING STABLE RANDOM-VARIABLES
CHAMBERS, JM
论文数:
0
引用数:
0
h-index:
0
机构:
BELL TEL LABS INC,MURRAY HILL,NJ 07974
BELL TEL LABS INC,MURRAY HILL,NJ 07974
CHAMBERS, JM
MALLOWS, CL
论文数:
0
引用数:
0
h-index:
0
机构:
BELL TEL LABS INC,MURRAY HILL,NJ 07974
BELL TEL LABS INC,MURRAY HILL,NJ 07974
MALLOWS, CL
STUCK, BW
论文数:
0
引用数:
0
h-index:
0
机构:
BELL TEL LABS INC,MURRAY HILL,NJ 07974
BELL TEL LABS INC,MURRAY HILL,NJ 07974
STUCK, BW
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1976,
71
(354)
: 340
-
344
[3]
STABLE DISTRIBUTIONS IN STATISTICAL-INFERENCE .2. INFORMATION FROM STABLY DISTRIBUTED SAMPLES
DUMOUCHEL, WH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MICHIGAN,DEPT STATISTICS,ANN ARBOR,MI 48104
UNIV MICHIGAN,DEPT STATISTICS,ANN ARBOR,MI 48104
DUMOUCHEL, WH
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1975,
70
(350)
: 386
-
393
[4]
SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1968,
63
(323)
: 817
-
&
[5]
PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1971,
66
(334)
: 331
-
338
[6]
THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1965,
38
(01)
: 34
-
105
[7]
MANDELBROT AND THE STABLE PARETIAN HYPOTHESIS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1963,
36
(04)
: 420
-
429
[8]
Feller W., 2008, INTRO PROBABILITY TH
[9]
ASYMMETRIC STABLE DISTRIBUTIONS OF STOCK PRICE CHANGES
FIELITZ, BD
论文数:
0
引用数:
0
h-index:
0
机构:
GEORGIA STATE UNIV,DEPT FINANCE,ATLANTA,GA 30303
FIELITZ, BD
SMITH, EW
论文数:
0
引用数:
0
h-index:
0
机构:
GEORGIA STATE UNIV,DEPT FINANCE,ATLANTA,GA 30303
SMITH, EW
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1972,
67
(340)
: 813
-
814
[10]
Gnedenko B.V., 1968, LIMIT DISTRIBUTIONS, VRevised
←
1
2
3
→
共 21 条
[1]
[Anonymous], 1971, THESIS YALE U
[2]
METHOD FOR SIMULATING STABLE RANDOM-VARIABLES
CHAMBERS, JM
论文数:
0
引用数:
0
h-index:
0
机构:
BELL TEL LABS INC,MURRAY HILL,NJ 07974
BELL TEL LABS INC,MURRAY HILL,NJ 07974
CHAMBERS, JM
MALLOWS, CL
论文数:
0
引用数:
0
h-index:
0
机构:
BELL TEL LABS INC,MURRAY HILL,NJ 07974
BELL TEL LABS INC,MURRAY HILL,NJ 07974
MALLOWS, CL
STUCK, BW
论文数:
0
引用数:
0
h-index:
0
机构:
BELL TEL LABS INC,MURRAY HILL,NJ 07974
BELL TEL LABS INC,MURRAY HILL,NJ 07974
STUCK, BW
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1976,
71
(354)
: 340
-
344
[3]
STABLE DISTRIBUTIONS IN STATISTICAL-INFERENCE .2. INFORMATION FROM STABLY DISTRIBUTED SAMPLES
DUMOUCHEL, WH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MICHIGAN,DEPT STATISTICS,ANN ARBOR,MI 48104
UNIV MICHIGAN,DEPT STATISTICS,ANN ARBOR,MI 48104
DUMOUCHEL, WH
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1975,
70
(350)
: 386
-
393
[4]
SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1968,
63
(323)
: 817
-
&
[5]
PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1971,
66
(334)
: 331
-
338
[6]
THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1965,
38
(01)
: 34
-
105
[7]
MANDELBROT AND THE STABLE PARETIAN HYPOTHESIS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1963,
36
(04)
: 420
-
429
[8]
Feller W., 2008, INTRO PROBABILITY TH
[9]
ASYMMETRIC STABLE DISTRIBUTIONS OF STOCK PRICE CHANGES
FIELITZ, BD
论文数:
0
引用数:
0
h-index:
0
机构:
GEORGIA STATE UNIV,DEPT FINANCE,ATLANTA,GA 30303
FIELITZ, BD
SMITH, EW
论文数:
0
引用数:
0
h-index:
0
机构:
GEORGIA STATE UNIV,DEPT FINANCE,ATLANTA,GA 30303
SMITH, EW
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1972,
67
(340)
: 813
-
814
[10]
Gnedenko B.V., 1968, LIMIT DISTRIBUTIONS, VRevised
←
1
2
3
→