A reparameterization of the symmetric \(\alpha\)-stable distributions and their dispersive ordering (Q2752963)
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scientific article; zbMATH DE number 1665897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reparameterization of the symmetric \(\alpha\)-stable distributions and their dispersive ordering |
scientific article; zbMATH DE number 1665897 |
Statements
22 October 2001
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symmetric stable distributions
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characteristic exponent
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index of stability
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dispersive ordering
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Fama-Roll estimator
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A reparameterization of the symmetric \(\alpha\)-stable distributions and their dispersive ordering (English)
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