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AN ITERATIVE PROCEDURE FOR THE ESTIMATION OF THE PARAMETERS OF STABLE LAWS
被引:130
作者
:
KOUTROUVELIS, IA
论文数:
0
引用数:
0
h-index:
0
KOUTROUVELIS, IA
机构
:
来源
:
COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION
|
1981年
/ 10卷
/ 01期
关键词
:
D O I
:
10.1080/03610918108812189
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:17 / 28
页数:12
相关论文
共 8 条
[1]
METHOD FOR SIMULATING STABLE RANDOM-VARIABLES
[J].
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
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1976,
71
(354)
:340
-344
[2]
SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS
[J].
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
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1968,
63
(323)
:817
-&
[3]
PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS
[J].
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
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1971,
66
(334)
:331
-338
[4]
INTEGRATED SQUARED ERROR ESTIMATION OF PARAMETERS
[J].
HEATHCOTE, CR
论文数:
0
引用数:
0
h-index:
0
机构:
AUSTRALIAN NATL UNIV, DEPT STAT, CANBERRA 2600, ACT, AUSTRALIA
AUSTRALIAN NATL UNIV, DEPT STAT, CANBERRA 2600, ACT, AUSTRALIA
HEATHCOTE, CR
.
BIOMETRIKA,
1977,
64
(02)
:255
-264
[5]
KENDALL MG, 1977, ADV THEORY STATISTIC, V1
[6]
KOUTROUVELIS IA, UNPUBLISHED
[7]
ESTIMATION OF PARAMETERS OF STABLE LAWS
[J].
PAULSON, AS
论文数:
0
引用数:
0
h-index:
0
机构:
RENSSELAER POLYTECH INST,SCH MANAGEMENT,TROY,NY 12100
PAULSON, AS
;
HOLCOMB, EW
论文数:
0
引用数:
0
h-index:
0
机构:
RENSSELAER POLYTECH INST,SCH MANAGEMENT,TROY,NY 12100
HOLCOMB, EW
;
LEITCH, RA
论文数:
0
引用数:
0
h-index:
0
机构:
RENSSELAER POLYTECH INST,SCH MANAGEMENT,TROY,NY 12100
LEITCH, RA
.
BIOMETRIKA,
1975,
62
(01)
:163
-170
[8]
ESTIMATION IN UNIVARIATE AND MULTIVARIATE STABLE DISTRIBUTIONS
[J].
PRESS, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
PRESS, SJ
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1972,
67
(340)
:842
-846
←
1
→
共 8 条
[1]
METHOD FOR SIMULATING STABLE RANDOM-VARIABLES
[J].
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
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1976,
71
(354)
:340
-344
[2]
SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS
[J].
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
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1968,
63
(323)
:817
-&
[3]
PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS
[J].
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
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1971,
66
(334)
:331
-338
[4]
INTEGRATED SQUARED ERROR ESTIMATION OF PARAMETERS
[J].
HEATHCOTE, CR
论文数:
0
引用数:
0
h-index:
0
机构:
AUSTRALIAN NATL UNIV, DEPT STAT, CANBERRA 2600, ACT, AUSTRALIA
AUSTRALIAN NATL UNIV, DEPT STAT, CANBERRA 2600, ACT, AUSTRALIA
HEATHCOTE, CR
.
BIOMETRIKA,
1977,
64
(02)
:255
-264
[5]
KENDALL MG, 1977, ADV THEORY STATISTIC, V1
[6]
KOUTROUVELIS IA, UNPUBLISHED
[7]
ESTIMATION OF PARAMETERS OF STABLE LAWS
[J].
PAULSON, AS
论文数:
0
引用数:
0
h-index:
0
机构:
RENSSELAER POLYTECH INST,SCH MANAGEMENT,TROY,NY 12100
PAULSON, AS
;
HOLCOMB, EW
论文数:
0
引用数:
0
h-index:
0
机构:
RENSSELAER POLYTECH INST,SCH MANAGEMENT,TROY,NY 12100
HOLCOMB, EW
;
LEITCH, RA
论文数:
0
引用数:
0
h-index:
0
机构:
RENSSELAER POLYTECH INST,SCH MANAGEMENT,TROY,NY 12100
LEITCH, RA
.
BIOMETRIKA,
1975,
62
(01)
:163
-170
[8]
ESTIMATION IN UNIVARIATE AND MULTIVARIATE STABLE DISTRIBUTIONS
[J].
PRESS, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
PRESS, SJ
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1972,
67
(340)
:842
-846
←
1
→