Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions
DOI10.1080/15598608.2013.780989zbMath1442.60029OpenAlexW2052245138MaRDI QIDQ2320904
Frank J. Fabozzi, Hassan Fallahgoul, S. M. Hashemiparast, Lev B. Klebanov
Publication date: 27 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2013.780989
fractional calculusAdomian decomposition methodvariational iteration methodhomotopy perturbation methodmultivariate stable distributionsmultivariate geo-stable distributions
Infinitely divisible distributions; stable distributions (60E07) Probabilistic models, generic numerical methods in probability and statistics (65C20) Characterization and structure theory of statistical distributions (62E10)
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