Computing the probability density function of the stable Paretian distribution (Q699429): Difference between revisions

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Property / author: Stefan Mittnik / rank
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Property / author: Toker Doganoglu / rank
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Property / author
 
Property / author: Stefan Mittnik / rank
 
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Property / author: Toker Doganoglu / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank
 
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Property / cites work: Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples / rank
 
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Property / cites work: On distribution functions with a limiting stable distribution function / rank
 
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Property / cites work: Q5601177 / rank
 
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Property / cites work: Tables and graphs of the stable probability density functions / rank
 
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Property / cites work: An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization / rank
 
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Property / cites work: Q3673748 / rank
 
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Latest revision as of 16:29, 4 June 2024

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Computing the probability density function of the stable Paretian distribution
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    Computing the probability density function of the stable Paretian distribution (English)
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    6 October 2002
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    density approximation
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    heavy-tailed data
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    fast Fourier transform
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    financial modeling
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    stable Paretian model
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