Add to ORKGClosed forms are derived for the probability density function (PDF) of the stable distribution S α (β, γ, μ), α ∈ (1, 2]. Consequent asymptotic expansions are given. Numerical evidence is given to show superior performance versus the most common way to compute a stable PDF
Title: Stable distributions and application to finance Author: Vadym Omelchenko Department: Departme...
In this paper we consider “Discrete Distributions Generated by Standard Symmetric Stable Densities” ...
<p>Probability density functions of GE and IG distributions for <i>μ</i> = 1.0 and selected values o...
In this paper we will discuss the characterization of strictly ν-normal and strictly ν-stable distri...
2 We propose an estimate of the stability parameter α of a stable distri-bution through the idea of ...
The simple algorithm used in this Demonstration can calculate the stable distribution function and i...
We investigate certain analytical properties of the free α-stable densities on the line. We prove th...
Copyright © 2013 Jorge A. Achcar et al. This is an open access article distributed under the Creativ...
We propose improvements in numerical evaluation of symmetric stable density and its partial derivati...
First, here are three alternate, equivalent denitions of a stable distribu-tion: De nition 1 (taken ...
Abstract – The theory of belief functions has been formalized in continuous domain for pattern recog...
This textbook highlights the many practical uses of stable distributions, exploring the theory, nume...
STABLEPDF_FFT returns the stable pdf in the S0 parametrization with characteristic exponent ALPHA, s...
The problem of calculating the probability density and distribution function of a strictly stable la...
AbstractConsider the probability density functions (pdfs) ƒ (χ) = K/(1 + χn for χ > 0 and n2. Pdfs o...
Title: Stable distributions and application to finance Author: Vadym Omelchenko Department: Departme...
In this paper we consider “Discrete Distributions Generated by Standard Symmetric Stable Densities” ...
<p>Probability density functions of GE and IG distributions for <i>μ</i> = 1.0 and selected values o...
In this paper we will discuss the characterization of strictly ν-normal and strictly ν-stable distri...
2 We propose an estimate of the stability parameter α of a stable distri-bution through the idea of ...
The simple algorithm used in this Demonstration can calculate the stable distribution function and i...
We investigate certain analytical properties of the free α-stable densities on the line. We prove th...
Copyright © 2013 Jorge A. Achcar et al. This is an open access article distributed under the Creativ...
We propose improvements in numerical evaluation of symmetric stable density and its partial derivati...
First, here are three alternate, equivalent denitions of a stable distribu-tion: De nition 1 (taken ...
Abstract – The theory of belief functions has been formalized in continuous domain for pattern recog...
This textbook highlights the many practical uses of stable distributions, exploring the theory, nume...
STABLEPDF_FFT returns the stable pdf in the S0 parametrization with characteristic exponent ALPHA, s...
The problem of calculating the probability density and distribution function of a strictly stable la...
AbstractConsider the probability density functions (pdfs) ƒ (χ) = K/(1 + χn for χ > 0 and n2. Pdfs o...
Title: Stable distributions and application to finance Author: Vadym Omelchenko Department: Departme...
In this paper we consider “Discrete Distributions Generated by Standard Symmetric Stable Densities” ...
<p>Probability density functions of GE and IG distributions for <i>μ</i> = 1.0 and selected values o...