On the Parametrization of the Afocal Stable Distributions

DOI10.1112/BLMS/28.6.651MaRDI QIDQ4896099zbMATH OpenOpenAlexFDO

Authors J. Huston McCulloch

Publication date 1 December 1996

Published in Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/blms/28.6.651

zbMATH Keywords

characteristic functionafocal stable distributionsalpha-stable Lévy motion

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Asymptotic distribution theory in statistics (62E20)

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• Econometric methods for derivative securities and risk management
• Stable and semistable probability measures on convex cone
• Precise tabulation of the maximally-skewed stable distributions and densities

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