An estimation procedure for the Linnik distribution
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DOI: 10.1007/s00362-011-0367-4
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References listed on IDEAS
- Devroye, Luc, 1990. "A note on linnik's distribution," Statistics & Probability Letters, Elsevier, vol. 9(4), pages 305-306, April.
- Anderson, Dale N., 1992. "A multivariate Linnik distribution," Statistics & Probability Letters, Elsevier, vol. 14(4), pages 333-336, July.
- Kotz, Samuel & Ostrovskii, I. V., 1996. "A mixture representation of the Linnik distribution," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 61-64, January.
- Pakes, Anthony G., 1998. "Mixture representations for symmetric generalized Linnik laws," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 213-221, March.
- Theodorescu Radu & Remillard Bruno & Jacques Christiane, 1999. "Estimation Of Linnik Law Parameters," Statistics & Risk Modeling, De Gruyter, vol. 17(3), pages 213-236, March.
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Cited by:
- Halvarsson, Daniel, 2013. "On the Estimation of Skewed Geometric Stable Distributions," Ratio Working Papers 216, The Ratio Institute.
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More about this item
Keywords
Linnik; Geometric stable; Estimation; Financial modeling; Economics; 62-Fxx; 62-XX; 97M40;All these keywords.
JEL classification:
Statistics
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