ASYMPTOTICALLY EFFICIENT ESTIMATION OF LOCATION FOR A SYMMETRIC STABLE LAW

被引：2

作者：

FENECH, AP ^{[1
]}

机构：

[1] UNIV CALIF DAVIS,DEPT STATISTICS,DAVIS,CA 95616

来源：

关键词：

D O I：

10.1214/aos/1176343644

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：1088 / 1100

页数：13

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[5]

Feller, 1968, INTRO PROBABILITY TH

[6]

FENECH AP, 1973, THESIS CORNELL U

[7]

Fisz, 1963, PROBABILITY THEORY M

[8]

Gnedenko B.V., 1968, LIMIT DISTRIBUTIONS, VRevised

[9] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J].

MANDELBROT, B .

[10] ESTIMATION IN UNIVARIATE AND MULTIVARIATE STABLE DISTRIBUTIONS [J].

PRESS, SJ .