Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282)
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scientific article; zbMATH DE number 5381659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibrated FFT-based density approximations for \(\alpha\)-stable distributions |
scientific article; zbMATH DE number 5381659 |
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Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (English)
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11 December 2008
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density approximation
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fast Fourier transformation
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stable distribution
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Bergström expansion
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