Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics (Q144909)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics |
scientific article |
Statements
28
0 references
1
0 references
171-185
0 references
12 January 2017
0 references
28 February 2018
0 references
Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics (English)
0 references
stable distributions
0 references
\(\alpha\)-stable
0 references
generalized Gaussian quadrature
0 references
infinitely divisible distributions
0 references
numerical quadrature
0 references
0 references
0 references
