Calibrated FFT-based density approximations for \(\alpha\)-stable distributions
type: Item
instance of: scholarly article
title: Calibrated FFT-based density approximations for \(\alpha\)-stable distributions
zbMATH Open document ID: 1445.60018
author: Christian Menn
author: Svetlozar T. Rachev
published in: Computational Statistics and Data Analysis
publication date: 2008-12-11T00:00:00Z
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60-08
Mathematics Subject Classification ID: 65T50
zbMATH DE Number: 5381659
zbMATH Keywords: density approximation
zbMATH Keywords: fast Fourier transformation
zbMATH Keywords: stable distribution
zbMATH Keywords: Bergström expansion
describes a project that uses: SYMSTB
describes a project that uses: STABLE
MaRDI profile type: Publication
full work available at URL: j.csda.2005.03.004
OpenAlex ID: W1988957202
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DOI: 10.1016/J.CSDA.2005.03.004
description: scientific article; zbMATH DE number 5381659