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Statistical Estimation of Parameters of Fractionally Stable Distributions*

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Estimators are constructed for the parameters of fractionally stable distributions.

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References

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Authors and Affiliations

  1. Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, Moscow, Russia

    V. E. Bening & V. Yu. Korolev

Authors
  1. V. E. Bening
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  2. V. Yu. Korolev
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Correspondence to V. E. Bening.

Additional information

*This work was carried out with the financial support of the Russian Foundation for Basic Research, projects Nos. 00–01–00657, 00–02–17507, 02–01–00949, and 02–01–01080.

Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, Vol. 16, pp. 31–37, 2002.

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Bening, V.E., Korolev, V.Y. Statistical Estimation of Parameters of Fractionally Stable Distributions*. J Math Sci 189, 899–902 (2013). https://doi.org/10.1007/s10958-013-1229-5

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