Title of article :
Calibrated FFT-based density approximations for α-stable distributions
Author/Authors :
Christian Menn، نويسنده , , Svetlozar T. Rachev، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Density approximation , fast Fourier Transformation , Bergstr?m expansion , Stable distribution
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis