STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis
AbstractSTABLEREG returns the estimated parameters ALPHA, BETA, SIGMA, MU of a stable distribution vector. STABLEREG uses the characteristic function regression method of Koutrouvelis (1980) Regression-Type Estimation of the Parameters of Stable Laws, JASA 75, 918-928.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number M429005.
Programming language: MATLAB
Date of creation: 19 Oct 2010
Date of revision:
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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