Some Properties of Symmetric Stable Distributions Close to the Normal Distribution

DOI10.1137/1133014zbMath0676.60016OpenAlexW1969061595MaRDI QIDQ3831786

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

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

Related Items (3)

Asymptotics of maximum likelihood estimation for stable law with continuous parameterization ⋮ Recent results in applications and processing of \(\alpha\)-stable-distributed time series ⋮ Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives

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