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Integral and asymptotic representations of geo-stable densities

✍ Scribed by L.B. Klebanov; J.A. Melamed; S. Mittnik; S.T. Rachev

Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 179 KB
Volume: 9
Category: Article
ISSN: 0893-9659
DOI: 10.1016/0893-9659(96)00091-2

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✦ Synopsis

The fact that geo-stable distributions do not have an explicit representation causes severe difficulties in empirical work. Here, we provide representations for geometric-stable probability densities in terms of fast converging integrals.

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