A new method for estimating parameters of a skewed alpha-stable distribution

Keyphrases

• Parameter Estimation 100%
• Skewness Parameter 100%
• α-stable Distribution 100%
• Stable Distribution 66%
• Location Parameter 66%
• Characteristic Exponents 66%
• Probability Density Function 33%
• Scale Parameter 33%
• Asymptotic Performance 33%
• Joint Parameter Estimation 33%
• Cumulative Distribution Function 33%
• Function-based 33%

Mathematics

• Skewness 100%
• Stable Distribution 100%
• Characteristic Exponent 66%
• Asymptotics 33%
• Closed Form 33%
• Parameter Estimation 33%
• Probability Density Function 33%
• Cumulative Distribution Function 33%
• Scale Parameter 33%