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"Accurate and efficient numerical calculation of stable densities via ..."

Sebastian Ament, Michael O'Neil (2018)

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DOI: 10.1007/S11222-017-9725-Y

access: closed

type: Journal Article

metadata version: 2020-03-25

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Sebastian Ament, Michael O'Neil:
Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics. Stat. Comput. 28(1): 171-185 (2018)

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