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
|
|
|
|