:: Volume 8, Issue 1 (9-2011) ::
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:   (3359 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.
Full-Text [PDF 184 kb]   (2047 Downloads)    
Type of Study: Research | Subject: General
Received: 2015/12/30 | Accepted: 2015/12/30 | Published: 2015/12/30



XML   Persian Abstract   Print



Rights and permissions
Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 8, Issue 1 (9-2011) Back to browse issues page