Stachura, Michał; Wodecka, Barbara - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 203-215
Various techniques of scale parameter estimation have been proposed in the case of alpha stable distributions. In the paper, the authors present an estimation technique that involves the k-th record theory. Although this theory is over 40 years old, its implementation in the classical extreme...
