  A function of the empirical characteristic function,exists for the stable
distribution, which leads to a linear regression and can be used to estimate
the parameters. Two approaches are often used, one to find optimal values of t,
but these points are dependent on the unknown parameters. And using a fixed
number of values for t. In this work the results when all points in an interval
is used, thus where least squares using an infinite number of observations,is
approximated. It was found that this procedure performs good in small samples.
