On the parametrization of the afocal stable distributions

Bulletin of the London Mathematical Society

Volumn 28, Issue 6, 1996, Pages 651-655

  McCulloch, J Huston ^a  

^a OHIO STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000973385     PISSN: 00246093     EISSN: None     Source Type: Journal    
DOI: 10.1112/blms/28.6.651     Document Type: Article

References (13)

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2. W. H. DUMOUCHEL, 'Stable distributions in statistical inference: 2. Information from stably distributed samples', J. Amer. Statist. Assoc. 70 (1975) 386-393.
3. B. V. GNEDENKO and A. N. KOLMOGOROV, Limit distributions for sums of independent random variables (Addison-Wesley, Reading, MA, 1968); revised translation of the 1949 Russian original.
4. P. HALL, 'A comedy of errors: the canonical form for a stable characteristic function', Bull. London Math. Soc. 13 (1981) 23-27.
5. D. HOLT and E. L. CROW, 'Tables and graphs of the stable probability density functions', J. Res. Nat. Bur. Standards 77B (1973) 143-198.
6. A. JANICKI and A. WERON, Simulation and chaotic behavior of α-stable stochastic processes (Dekker, New York, 1994)
7. J. H. MCCULLOCH, 'Simple consistent estimators of stable distribution parameters', Comm. Statist. Simulation Comput. 15 (1986) 1109-1136.
8. J. H. MCCULLOCH, Financial applications of stable distributions, Handbook of Statistics 14 (North-Holland, Amsterdam), to appear
9. G. SAMORODNITSKY and M. S. TAQQU, Stable non-Gaussian random processes (Chapman and Hall, New York, 1994).
10. B. W. STUCK, 'Distinguishing stable probability measures. Part I: Discrete time', Bell System Technical J. 55 (1976) 1125-1182.
11. V. M. ZOLOTAREV, 'Mellin-Stieltjes transforms in probability theory', Theory Probab. Appl. 2 (1957) 433-460.
12. V. M. ZOLOTAREV, One-dimensional stable laws (Amer. Math. Soc., Providence, RI, 1986); translation of Odnomernye ustoichivye raspredeleniia (Nauka, Moscow, 1983).
13. V. M. ZOLOTAREV, One-dimensional stable laws (Amer. Math. Soc., Providence, RI, 1986); translation of Odnomernye ustoichivye raspredeleniia (Nauka, Moscow, 1983).