Efficient Numerical Methods for Stable Distributions

摘要

The objectives of the contract were to develop computational methods for stable distributions. This section will describe the work performed and the results obtained, organized by topics in approximate chronological order. The second section discusses technical feasibility of Phase II work, and a short third section discusses miscellaneous issues. We note that there is more extensive documentation on these topics in the monthly reports and delivered software. The six monthly reports, the extensive report on simulations evaluating parameter estimation methods, and the user manual for the STABLE matlab interface totaled over 200 pages of detailed information. The information below is a summary of that work, it is not intended as a complete record.