Estimation of stable distributions by indirect inference
Year of publication: |
2011
|
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Authors: | Garcia, René ; Renault, Eric ; Veredas, David |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 161.2011, 2, p. 325-337
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Subject: | Statistische Verteilung | Statistical distribution | Induktive Statistik | Statistical inference | Monte-Carlo-Simulation | Monte Carlo simulation | Kapitaleinkommen | Capital income | Theorie | Theory |
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