Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics.

Sebastian Ament Michael O'Neil

Published in: Stat. Comput. (2018)

Keyphrases

numerical calculation
computationally efficient
cost effective
numerical simulations
numerically stable
database
real time
data sets
real world
artificial intelligence
database systems
high quality
markov chain
lightweight
theoretical analysis