Estimate the four parameters of stable laws using maximum likelihood method, generalised method of moments with finite and continuum number of points, iterative Koutrouvelis regression and Kogon-McCulloch method. The asymptotic properties of the estimators (covariance matrix, confidence intervals) are also provided.
|Author||Tarak Kharrat, Georgi N. Boshnakov|
|Maintainer||Georgi N. Boshnakov <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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