A reparameterization of the symmetric \(\alpha\)-stable distributions and their dispersive ordering
type: Item
instance of: scholarly article
zbMATH Open document ID: 0978.60062
DOI: 10.1137/S0040585X97978312
publication date: 2001-10-22T00:00:00Z
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 1665897
zbMATH Keywords: symmetric stable distributions
zbMATH Keywords: characteristic exponent
zbMATH Keywords: index of stability
zbMATH Keywords: dispersive ordering
zbMATH Keywords: Fama-Roll estimator
author: Ryszard Zieliński
MaRDI profile type: Publication
title: A reparameterization of the symmetric \(\alpha\)-stable distributions and their dispersive ordering
published in: Theory of Probability and its Applications
description: scientific article; zbMATH DE number 1665897