- No file added yet -
An algorithm for evaluating stable densities in Zolotarev's (M) parameterization
journal contribution
posted on 2023-08-04, 09:05 authored by John NolanAbstract-one of the major obstacles to the use of stable distributions in applications is the lack of formulas for their densities. A program is described to calculate a general a-stable density for o > 0.75 and any skewness value p.
History
Publisher
Mathematical and Computer ModellingNotes
Published in: Mathematical and Computer Modelling 29 (1999) 229-233.Handle
http://hdl.handle.net/1961/auislandora:84502Usage metrics
Categories
No categories selectedLicence
Exports
RefWorks
BibTeX
Ref. manager
Endnote
DataCite
NLM
DC