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Rao statistical test for radar targets based on SG-Alpha stable distribution
radar target detection Rao test subGaussian-Alpha stable distribution non-Gaussian clutter
2012/3/22
In relative non-Gaussian clutter backgrounds, one of the difficulties on radar target detection is to establish a likelihood ratio test model. Based on the SG-Alpha（subGaussian-Alpha）stable distributi...
THE MODIFIED TEMPERED STABLE DISTRIBUTION, GARCH MODELS AND OPTION PRICING
Option pricing GARCH process tempered stable distribution volatility clustering
2009/9/18
We introduce a new variant of the tempered stable distribution,
named the modified tempered stable (MTS) distribution and we develop
a GARCH option pricing model with MTS innovations. This model
al...