MSC:
60E07,
60E10,
62F12,
62G05,
65C60 | MR 3301786 | Zbl 1308.60022 | DOI: 10.14736/kyb-2014-6-1065

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discrete stable distribution; parameter estimation; maximum likelihood

References:

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[2] Feuerverger, A., McDunnough, P.: **On the efficiency of empirical characteristic function procedure**. J. Roy. Stat. Soc. Ser. B 43 (1981), 20-27. MR 0610372

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[4] Kagan, A. M.: **Fisher information contained in a finite-dimensional linear space, and a correctly posed version of the method of moments (in Russian)**. Problemy Peredachi Informatsii 12 (1976), 20-42. MR 0413340

[5] Klebanov, L. B., Melamed, I. A.: **Several notes on Fisher information in presence of nuisance parameters**. Statistics: J. Theoret. Appl. Stat. 9 (1978), 85-90. MR 0506482 | Zbl 0381.62007

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[7] Slámová, L., Klebanov, L. B.: **Modelling financial returns with discrete stable distributions**. In: Proc. 30th International Conference Mathematical Methods in Economics (J. Ramík and D. Stavárek, eds.), Silesian University in Opava, School of Business Administration in Karviná, 2012, pp. 805-810.

[8] Steutel, F. W., Harn, K. van: **Discrete analogues of self-decomposability and stability**. Ann. Probab. 7 (1979), 893-899. DOI 10.1214/aop/1176994950 | MR 0542141