zTest for the significance of the mean of a stable probability distribution with 1<α≤2

DOI10.1080/02664763.2012.740618MaRDI QIDQ5128930zbMATH OpenOpenAlexFDO

Authors Michael Parkinson

Publication date 26 October 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2012.740618

zbMATH Keywords

financial marketsPareto-Levyreturnsstatistic

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3983811 (Why is no real title available?)
• scientific article; zbMATH DE number 1091847 (Why is no real title available?)
• Numerical calculation of stable densities and distribution functions

Cited in

(2)

• scientific article; zbMATH DE number 7754309 (Why is no real title available?)
• A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance

Describes a project that uses

Uses Software

• STABLE

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