2 citations · 3 across the 2 of their papers we have counts for
2 papers
math.ST2014★ 2 cited
Estimation of stable distribution parameters from a dependent sample
Adrian W. Barker
Existing methods for the estimation of stable distribution parameters, such as those based on sample quantiles, sample characteristic functions or maximum likelihood generally assu…
math.ST2014★ 1 cited
On the log quantile difference of the temporal aggregation of a stable moving average process
Adrian W. Barker
A formula is derived for the log quantile difference of the temporal aggregation of some types of stable moving average processes, MA(q). The shape of the log quantile difference a…