مرکز منطقه ای اطلاع رساني علوم و فناوري - Calibrated FFT-based density approximations for -stable distributions

Title of article :

Calibrated FFT-based density approximations for -stable distributions

Author/Authors :

Christian Menn، نويسنده , , Svetlozar T. Rachev، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

1891

To page :

1904

Keywords :

Density approximation , fast Fourier Transformation , Stable distribution , Bergstr?m expansion

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2006

Journal title :

Computational Statistics and Data Analysis

Record number :

308042

Link To Document :