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On some inferences of Levy distribution. / M.Ahsanullah, ; Nevzorov, V.B.

в: Afrika Statistica, Том 16, № 1, 2021, стр. 2529-2535.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

M.Ahsanullah, & Nevzorov, VB 2021, 'On some inferences of Levy distribution', Afrika Statistica, Том. 16, № 1, стр. 2529-2535.

APA

M.Ahsanullah, & Nevzorov, V. B. (2021). On some inferences of Levy distribution. Afrika Statistica, 16(1), 2529-2535.

Vancouver

M.Ahsanullah , Nevzorov VB. On some inferences of Levy distribution. Afrika Statistica. 2021;16(1):2529-2535.

Author

M.Ahsanullah, ; Nevzorov, V.B. / On some inferences of Levy distribution. в: Afrika Statistica. 2021 ; Том 16, № 1. стр. 2529-2535.

BibTeX

@article{be0a99e97a4841f093d8dc6671ef231d,
title = "On some inferences of Levy distribution",
abstract = "The levy distribution is one of the three distributions that has probability density function in simple closed form. This distribution is used in modeling stock prices. In this paper, we present some properties of this distribution. Based on the basic properties some characterizations of this distribution are given.La loi de probabilit{\'e} L{\'e}vy figurent parmi les lois stables ayant un expression explicite de la densit{\'e} de probabilit{\'e}. Elle est souvent utilis{\'e}e pour mod{\'e}liser le prix des actions en Finance. Dans ce papier, nous pr{\'e}sentons quelques de ses proprietes {\`a} partir desquelles des caract{\'e}risations sont donn{\'e}es.",
author = "M.Ahsanullah and V.B. Nevzorov",
note = "Mohammad AHSANULLAH. Valerie B. NEVZOROV. {"}On some Inferences of L{\'e}vy Distribution.{"} Afr. Stat. 16 (1) 2529 - 2535, January 2021. https://doi.org/10.16929/as/2021.2529.172",
year = "2021",
language = "English",
volume = "16",
pages = "2529--2535",
journal = "Afrika Statistica",
issn = "2316-090X",
publisher = "Statistics and Probability African Society",
number = "1",

}

RIS

TY - JOUR

T1 - On some inferences of Levy distribution

AU - M.Ahsanullah,

AU - Nevzorov, V.B.

N1 - Mohammad AHSANULLAH. Valerie B. NEVZOROV. "On some Inferences of Lévy Distribution." Afr. Stat. 16 (1) 2529 - 2535, January 2021. https://doi.org/10.16929/as/2021.2529.172

PY - 2021

Y1 - 2021

N2 - The levy distribution is one of the three distributions that has probability density function in simple closed form. This distribution is used in modeling stock prices. In this paper, we present some properties of this distribution. Based on the basic properties some characterizations of this distribution are given.La loi de probabilité Lévy figurent parmi les lois stables ayant un expression explicite de la densité de probabilité. Elle est souvent utilisée pour modéliser le prix des actions en Finance. Dans ce papier, nous présentons quelques de ses proprietes à partir desquelles des caractérisations sont données.

AB - The levy distribution is one of the three distributions that has probability density function in simple closed form. This distribution is used in modeling stock prices. In this paper, we present some properties of this distribution. Based on the basic properties some characterizations of this distribution are given.La loi de probabilité Lévy figurent parmi les lois stables ayant un expression explicite de la densité de probabilité. Elle est souvent utilisée pour modéliser le prix des actions en Finance. Dans ce papier, nous présentons quelques de ses proprietes à partir desquelles des caractérisations sont données.

UR - https://projecteuclid.org/journals/afrika-statistika/volume-16/issue-1/On-some-Inferences-of-L%C3%A9vy-Distribution/10.16929/as/2021.2529.172.full

M3 - Article

VL - 16

SP - 2529

EP - 2535

JO - Afrika Statistica

JF - Afrika Statistica

SN - 2316-090X

IS - 1

ER -

ID: 86609110