Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282)
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scientific article; zbMATH DE number 5381659
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| English | Calibrated FFT-based density approximations for \(\alpha\)-stable distributions |
scientific article; zbMATH DE number 5381659 |
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Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (English)
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11 December 2008
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density approximation
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fast Fourier transformation
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stable distribution
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Bergström expansion
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0.7834882736206055
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0.7819523811340332
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0.7754185795783997
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0.772763729095459
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