Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics (Q144909)
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scientific article; zbMATH DE number 6844715
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| English | Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics |
scientific article; zbMATH DE number 6844715 |
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28
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1
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171-185
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12 January 2017
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28 February 2018
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Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics (English)
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stable distributions
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\(\alpha\)-stable
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generalized Gaussian quadrature
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infinitely divisible distributions
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numerical quadrature
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0.824954628944397
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0.7985965609550476
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0.7938480973243713
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0.7862345576286316
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