M-estimators as GMM for Stable Laws Discretizations
نویسنده
چکیده مقاله:
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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عنوان ژورنال
دوره 8 شماره 1
صفحات 85- 96
تاریخ انتشار 2011-09
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