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Wavelet-Based Estimation for Univariate Stable Laws

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  • Anestis Antoniadis
  • Andrey Feuerverger
  • Paulo Gonçalves

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  • Anestis Antoniadis & Andrey Feuerverger & Paulo Gonçalves, 2006. "Wavelet-Based Estimation for Univariate Stable Laws," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(4), pages 779-807, December.
    • Handle: RePEc:spr:aistmt:v:58:y:2006:i:4:p:779-807
    DOI: 10.1007/s10463-006-0042-z
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    References listed on IDEAS

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    1. Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78, World Scientific Publishing Co. Pte. Ltd..
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    Cited by:

    1. Mohammadi, Mohammad & Mohammadpour, Adel, 2014. "Estimating the parameters of an α-stable distribution using the existence of moments of order statistics," Statistics & Probability Letters, Elsevier, vol. 90(C), pages 78-84.

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