A Bayesian approach for estimating the parameters of an α-stable distribution

DOI10.1080/00949655.2020.1865958OpenAlexW3114475372MaRDI QIDQ5065298

Roberto M. de Souza, Sílvia R. C. Lopes, Maicon J. Karling

Publication date: 18 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1865958

zbMATH Keywords

goodness-of-fit testssimulationspower series representationsloss functions\(\alpha\)-stable distributionBayesian techniquesparameterization systems

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian problems; characterization of Bayes procedures (62C10) Statistics (62-XX) Stable stochastic processes (60G52)

Related Items

Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests ⋮ Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations

Uses Software

• WinBUGS
• STABLE
• JAGS
• RMetrics
• stabledist

Cites Work

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