Maximum Likelihood Estimation of Asymmetric Laplace Parameters
| Year of publication: |
2002
|
|---|---|
| Authors: | Kotz, Samuel ; Kozubowski, Tomasz ; Podgórski, Krzysztof |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 54.2002, 4, p. 816-826
|
| Publisher: |
Springer |
| Subject: | Double exponential distribution | geometric stable law | Laplace distribution | mathematical finance | random summation | skew Laplace distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616185