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3 results for “from:EMMANUEL LECLERCQ”

Parameters estimation of ARMA with infinite variance using LAD
Emmanuel Leclercq · Feb 17, 2007 · r-sig-finance

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Anderson-Darling test for stable law
EMMANUEL LECLERCQ · Dec 12, 2006 · r-sig-finance

Hello everybody, I would like to apply the anderson-darling test in order to determine if my data follows a stable law. I cannot find table of critical values for the stable distribution. Does anyone know if it's possible...

fBasics: error with stableFit, cannot find PhiStable
EMMANUEL LECLERCQ · Dec 1, 2006 · r-sig-finance

Hi, I begin with R and and I would like to use the stableFit function of the fBasics package. But when I compute this function, I have the following error message : Erreur dans .qStableFit(x, doplot, title, description) : objet ".PhiStable...

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