Some Properties of Symmetric Stable Distributions Close to the Normal Distribution

DOI10.1137/1133014MaRDI QIDQ3831786zbMATH OpenOpenAlexFDO

Authors S. M. Shkol'nik, Alexander V. Nagaev

Publication date 1988

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1133014

zbMATH Keywords

characteristic functionsymmetric stable distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10)

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Cited in

(4)

• Recent results in applications and processing of -stable-distributed time series
• Asymptotics of maximum likelihood estimation for stable law with continuous parameterization
• Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives
• Parameter estimation for stable distributions and their mixture

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