A Bayesian approach for estimating the parameters of an α-stable distribution
DOI10.1080/00949655.2020.1865958MaRDI QIDQ5065298
Sílvia R. C. Lopes, Roberto M. de Souza, Maicon J. Karling
Publication date: 18 March 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2020.1865958
goodness-of-fit tests; simulations; power series representations; loss functions; \(\alpha\)-stable distribution; Bayesian techniques; parameterization systems
62P05: Applications of statistics to actuarial sciences and financial mathematics
62P10: Applications of statistics to biology and medical sciences; meta analysis
62C10: Bayesian problems; characterization of Bayes procedures
62-XX: Statistics
60G52: Stable stochastic processes
Uses Software
