Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimation of stable distribution parameters from a dependent sample   Existing methods for the estimation of stable distribution parameters, such
as those based on sample quantiles, sample characteristic functions or maximum
likelihood generally assume an independent sample. Little attention has been
paid to estimation from a dependent sample. In this paper, a method for the
estimation of stable distribution parameters from a dependent sample is
proposed based on the sample quantiles. The estimates are shown to be
asymptotically normal. The asymptotic variance is calculated for stable moving
average processes. Simulations from stable moving average processes are used to
demonstrate these estimators.

30
The categories of this paper are: q-alg
17
The categories of this paper are: q-fin
27
The categories of this paper are: comp-gas
9
The categories of this paper are: nlin
14
The categories of this paper are: math-ph
25
The categories of this paper are: patt-sol
12
The categories of this paper are: nucl-th
35
The categories of this paper are: mtrl-th
20
The categories of this paper are: acc-phys
36
The categories of this paper are: cmp-lg
34
The categories of this paper are: chem-ph
5
The categories of this paper are: gr-qc
15
The categories of this paper are: nucl-ex
23
The categories of this paper are: solv-int
37
The categories of this paper are: supr-con
33
The categories of this paper are: plasm-ph