a***m 发帖数: 74 | 1 Hello,
I am wondering if anyone have experience with Nolan1997 paper" Numerical
calculation of stable densities and distribution functions" formula to
calculate stable density functions?
I have some problems with the results for non-zero beta (skewness parameter)
. For zero beta, my limiting cases agree with Normal and Cauchy density
functions, though when x is around +-6, there are some jumps in the results.
For non-zero beta, my results don't make sense when x is around zero.
Any experience or |
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