Remarks on the Stable S α ( β , γ , μ ) Distribution
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| 024 | 7 | 0 | |a 10.1007/s11009-014-9404-9 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s11009-014-9404-9 | ||
| 245 | 0 | 0 | |a Remarks on the Stable S α ( β , γ , μ ) Distribution |h [Elektronische Daten] |c [Tibor Pogány, Saralees Nadarajah] |
| 520 | 3 | |a Closed 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. | |
| 540 | |a Springer Science+Business Media New York, 2014 | ||
| 690 | 7 | |a Characteristic function |2 nationallicence | |
| 690 | 7 | |a Probability density function |2 nationallicence | |
| 690 | 7 | |a Stable distribution S α ( β , γ , μ ) |2 nationallicence | |
| 700 | 1 | |a Pogány |D Tibor |u Faculty of Maritime Studies, University of Rijeka, Rijeka, Croatia |4 aut | |
| 700 | 1 | |a Nadarajah |D Saralees |u School of Mathematics, University of Manchester, M13 9PL, Manchester, UK |4 aut | |
| 773 | 0 | |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/2(2015-06-01), 515-524 |x 1387-5841 |q 17:2<515 |1 2015 |2 17 |o 11009 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s11009-014-9404-9 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s11009-014-9404-9 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Pogány |D Tibor |u Faculty of Maritime Studies, University of Rijeka, Rijeka, Croatia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Nadarajah |D Saralees |u School of Mathematics, University of Manchester, M13 9PL, Manchester, UK |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/2(2015-06-01), 515-524 |x 1387-5841 |q 17:2<515 |1 2015 |2 17 |o 11009 | ||