Computing the probability density function of the stable Paretian distribution
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Cites work
- scientific article; zbMATH DE number 3828921 (Why is no real title available?)
- scientific article; zbMATH DE number 3321772 (Why is no real title available?)
- An algorithm for evaluating stable densities in Zolotarev's (M) parameterization
- On distribution functions with a limiting stable distribution function
- Portfolio Analysis in a Stable Paretian Market
- Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
- Tables and graphs of the stable probability density functions
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- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models
- Estimating stable latent factor models by indirect inference
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- Asset pricing with incomplete information and fat tails
- Extreme event dynamics in the formation of galaxy-sized dark matter structures
- Portfolio optimization when risk factors are conditionally varying and heavy tailed
- Maximum likelihood estimation of stable Paretian models.
- Average sample number function for Pareto heavy tailed distributions
- scientific article; zbMATH DE number 2195330 (Why is no real title available?)
- The optimal discretization of probability density functions
- Bayesian inversion with α-stable priors
- The method of simulated quantiles
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables
- Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence
- Maximum likelihood estimation of stochastic frontier models by the Fourier transform
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