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JSRI 2011, 8(1): 85-96 Back to browse issues page
M-estimators as GMM for Stable Laws Discretizations
Davood Farbod *
, d.farbod@gmail.com
Abstract:   (3000 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.

Keywords: Discrete stable densities, M-estimators as obtained by the GMM.
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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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Farbod D. M-estimators as GMM for Stable Laws Discretizations. JSRI. 2011; 8 (1) :85-96
URL: http://jsri.srtc.ac.ir/article-1-79-en.html

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Volume 8, Issue 1 (9-2011) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران Journal of Statistical Research of Iran JSRI
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