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M-estimators as GMM for Stable Laws Discretizations
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Davood Farbod   |
| , d.farbod@gmail.com |
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Abstract: (3355 Views) |
This paper is devoted to "Some Discrete Distributions Generated by Standard Stable Densities" (in short, Discrete Stable Densities). The large-sample properties of M-estimators as obtained by the "Generalized Method of Moments" (GMM) are discussed for such distributions. Some corollaries are proposed. Moreover, using the respective results we demonstrate the large-sample properties for a parametric function. |
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| Keywords: Discrete stable densities, M-estimators as obtained by the GMM. |
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Full-Text [PDF 184 kb]
(2027 Downloads)
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Type of Study: Research |
Subject:
General
Received: 2015/12/30 | Accepted: 2015/12/30 | Published: 2015/12/30
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