Computational aspects of stable distributions

DOI10.1002/WICS.1569MaRDI QIDQ6602364zbMATH OpenFDO

Authors John P. Nolan

Publication date 11 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

heavy tailsstable distributioncomputational statistics

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cited in

(2)

• Parameter estimation of the alpha-stable distribution and applications to financial data
• Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise

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