Because characteristic function is equivalent to probility density function,estimation conducted by characteristic function based on GMM with a continuum of moment conditions(CF-CGMM) is developed in this paper.
为此,根据特征函数与概率密度函数的等价关系,本文建立基于特征函数(CF)具有连续矩条件的GMM(简称CF-CGMM)的Levy tempered Stable分布参数估计方法。
