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<i>z</i>Test for the significance of the mean of a stable probability distribution with 1&lt;α≤2 - MaRDI portal

<i>z</i>Test for the significance of the mean of a stable probability distribution with 1<α≤2 (Q5128930)

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scientific article; zbMATH DE number 7265809
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<i>z</i>Test for the significance of the mean of a stable probability distribution with 1&lt;α≤2
scientific article; zbMATH DE number 7265809

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    <i>z</i>Test for the significance of the mean of a stable probability distribution with 1&lt;α≤2 (English)
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    26 October 2020
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    statistic
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    Pareto-Levy
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    returns
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    financial markets
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