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Matematicheskoe modelirovanie, 2008, Volume 20, Number 7, Pages 3–12 (Mi mm2689)  

This article is cited in 2 scientific papers (total in 2 papers)

Splitting method for strong stable mixtures of normal laws in stable index $\alpha=1$ and $\alpha=2$

E. L. Borodulina, E. L. Krotova

Perm State Technical University
Full-text PDF (286 kB) Citations (2)
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Abstract: Splitting method for strong stable scale mixtures of normal laws is investigated, the mixtures being limit distributions of compound Cox processes. For stable index $\alpha=1$ the precise formula of invariant density distribution relevant to scale transformation was derived. Using classical and asymptotic methods the sample size necessary to determine the difference between normal mixture and the alternative $\alpha=1$ was computed.
Received: 09.04.2007
Bibliographic databases:
Language: Russian
Citation: E. L. Borodulina, E. L. Krotova, “Splitting method for strong stable mixtures of normal laws in stable index $\alpha=1$ and $\alpha=2$”, Matem. Mod., 20:7 (2008), 3–12
Citation in format AMSBIB
\Bibitem{BorKro08}
\by E.~L.~Borodulina, E.~L.~Krotova
\paper Splitting method for strong stable mixtures of normal laws in stable index $\alpha=1$ and $\alpha=2$
\jour Matem. Mod.
\yr 2008
\vol 20
\issue 7
\pages 3--12
\mathnet{http://mi.mathnet.ru/mm2689}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2485187}
\zmath{https://zbmath.org/?q=an:1164.91324}
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  • https://www.mathnet.ru/eng/mm2689
  • https://www.mathnet.ru/eng/mm/v20/i7/p3
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математическое моделирование
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    Abstract page:496
    Full-text PDF :119
    References:77
    First page:8
     
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