Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions

DOI10.1080/15598608.2013.780989MaRDI QIDQ2320904zbMATH OpenOpenAlexFDO

Authors Hassan Fallahgoul, S. M. Hashemiparast, Frank J. Fabozzi, L. B. Klebanov

Publication date 27 August 2019

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15598608.2013.780989

zbMATH Keywords

Adomian decomposition methodfractional calculushomotopy perturbation methodmultivariate geo-stable distributionsmultivariate stable distributionsvariational iteration method

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory of statistical distributions (62E10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cited in

(2)

• Multivariate stable distributions and generating densities
• Elliptical tempered stable distribution

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