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

DOI10.1080/15598608.2013.780989zbMath1442.60029MaRDI QIDQ2320904

Frank J. Fabozzi, Hassan Fallahgoul, S. M. Hashemiparast, Lev 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

fractional calculus; Adomian decomposition method; variational iteration method; homotopy perturbation method; multivariate stable distributions; multivariate geo-stable distributions

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

65C20: Probabilistic models, generic numerical methods in probability and statistics

62E10: Characterization and structure theory of statistical distributions

Related Items

Elliptical tempered stable distribution

Uses Software

• STABLE

Cites Work

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