Parameter estimation of the alpha-stable distribution and applications to financial data.
Autor: | Coulibaly, Bakary D.1 bakocly@gmail.com, Chaibi, Ghizlane1, El Khomssi, Mohammed1 |
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Zdroj: | Chilean Journal of Statistics (ChJS). Jun2024, Vol. 15 Issue 1, p60-80. 21p. |
Databáze: | Academic Search Ultimate |
Externí odkaz: |