Approximated maximum likelihood estimation of parameters of discrete stable family
In this article we propose a method of parameters estimation for the class of discrete stable laws. Discrete stable distributions form a discrete analogy to classical stable distributions and share many interesting properties with them such as heavy tails and skewness. Similarly as stable laws discrete stable distributions are defined through characteristic function and do not posses a probability mass function in closed form. This inhibits the use of classical estimation methods such as maximum...