Lévy flight approximations for scaled transformations of random walks
type: Item
instance of: scholarly article
title: Lévy flight approximations for scaled transformations of random walks
zbMATH Open document ID: 1445.60038
author: Cira E. Guevara Otiniano
author: Raul Matsushita
author: Pushpa N. Rathie
author: Chang C. Y. Dorea
published in: Computational Statistics and Data Analysis
publication date: 2009-06-02T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 5560112
zbMATH Keywords: Lévy flights
zbMATH Keywords: stability index
zbMATH Keywords: Hill's estimate
zbMATH Keywords: foreign exchange rates
MaRDI profile type: Publication
full work available at URL: j.csda.2007.01.019
OpenAlex ID: W1966517550
cites work: Q3580371
cites work: Q4114551
cites work: Q5538132
cites work: A simple general approach to inference about the tail of a distribution
cites work: Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
cites work: Exponentially damped Lévy flights
cites work: Q4301585
DOI: 10.1016/J.CSDA.2007.01.019
description: scientific article; zbMATH DE number 5560112