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
Zdroj: Chilean Journal of Statistics (ChJS). Jun2024, Vol. 15 Issue 1, p60-80. 21p.
Databáze: Academic Search Ultimate