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
Pages
14
From page
1891
To page
1904
Keywords
Density approximation , fast Fourier Transformation , Bergstr?m expansion , Stable distribution
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
144977
Link To Document