Conditional moments and linear regression for stable random variables
نویسندگان
چکیده
منابع مشابه
A Survey on Simulating Stable Random Variables
In general case, Chambers et al. (1976) introduced the following algorithm for simulating any stable random variables $ X/sim(alpha, beta, gamma, delta) $ with four parameters. They use a nonlinear transformation of two independent uniform random variables for simulating an stable random variable... (to continue, click here)
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1991
ISSN: 0304-4149
DOI: 10.1016/0304-4149(91)90078-q