Installation
About
Estimate the four parameters of stable laws using maximum likelihood method, generalised method of moments with finite and continuum number of points, iterative Koutrouvelis regression and Kogon-McCulloch method. The asymptotic properties of the estimators (covariance matrix, confidence intervals) are also provided.
github.com/GeoBosh/StableEstim (devel) | |
geobosh.github.io/StableEstim/ (doc) | |
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