Management Science and Financial Engineering
- 제2권1호
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- Pages.103-122
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- 1996
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- 2287-2043(pISSN)
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- 2287-2361(eISSN)
Graphical Estimation of the Parameters of the Stable Laws
- Paulson, Albert-S. (Rensselaer Polytechnic Institute, Troy, New York) ;
- Won, Hyung-Gyoo (Hansung University)
- 발행 : 1996.12.01
초록
This paper presents an easily used graphical procedure for simultaneous estimation of the index, skewness, scale, and location parameters of the stable laws. First, the index