Exact inference and optimal invariant estimation for the stability parameter of symmetric α-stable distributions
Year of publication: |
2010
|
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Authors: | Dufour, Jean-Marie ; Kurz-Kim, Jeong-Ryeol |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 2, p. 180-194
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Subject: | Schätztheorie | Estimation theory |
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