An approximation procedure for asymmetric stable Paretian densities

zbMATH Open0924.65154MaRDI QIDQ1297871FDOQ1297871

Authors: Toker Doganoglu, Stefan Mittnik 

Publication date: 14 September 1999

Published in: Computational Statistics (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihood estimationfast Fourier transformpolynomial approximationasymmetric stable Paretian distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99) Empirical decision procedures; empirical Bayes procedures (62C12) Approximations to statistical distributions (nonasymptotic) (62E17) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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