A simple estimator for the characteristic exponent of the stable Paretian distribution
| Autor: | Mittnik, S., Paolella, M.S. |
|---|---|
| Zdroj: | In Mathematical and Computer Modelling 1999 29(10):161-176 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Mittnik, S., Paolella, M.S. |
|---|---|
| Zdroj: | In Mathematical and Computer Modelling 1999 29(10):161-176 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect