Determinazione dei parametri di una funzione di distribuzione Pareto-Lévy stabile

In this paper a procedure to estimate the four parameters of a Pareto-Lévy stable probability distribution is developed. This procedure makes use of techniques already proposed in literature that have been worked out, improved and coordinated to eliminate the restrictions present in the same techniques. Some propositions concerning the estimate method and some asymptotic t-tests to check the estimations goodness are also proposed. Finally, it is presented the results of the application of the estimation procedure to some Pareto-Lévy stable simulated time series.