Characteristic function based estimation of stable distribution parameters

Improved estimation of the stable laws

Statistics and Computing

Testing for independence in heavy-tailed time series using the codifference function

Computational Statistics & Data Analysis

Stable modeling of value at risk

Mathematical and Computer Modelling: An International Journal

Modeling Chinese stock returns with stable distribution

Mathematical and Computer Modelling: An International Journal

A survey on computing Lévy stable distributions and a new MATLAB toolbox

Signal Processing

Multivariate elliptically contoured stable distributions: theory and estimation

Computational Statistics