Implementing empirical characteristic function procedures

A. H. Welsh*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)


The problem of estimating the first positive zero of the real part of a characteristic function is discussed. Knowledge of the location of this zero is essential for the application of inferential procedures based on the empirical characteristic function. A simple explicit nonparametric estimator is proposed and shown to solve simultaneously both the finite sample and asymptotic problems.

Original languageEnglish
Pages (from-to)65-67
Number of pages3
JournalStatistics and Probability Letters
Issue number2
Publication statusPublished - Mar 1986
Externally publishedYes


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