Description: Generalized Gaussian probability distribution function of the index estimates, including the moment estimation and maximum likelihood estimation, and the two estimates were compared, has been tested.
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File list (Check if you may need any files):
Ggg_mlee\gg_mle\dggbeta.m
........\......\estbeta.m
........\......\fzeron.m
........\......\ggdemo.asv
........\......\ggdemo.m
........\......\ggmle.m
........\......\ggmme.m
........\......\ggpdf.m
........\......\ggrnd.m
........\......\README
........\......\rndcheck.m
........\gg_mle
Ggg_mlee