Teimouri, Mahdi; Nadarajah, Saralees - In: Computational Statistics 28 (2013) 5, pp. 2367-2377
Soltani and Shirvani (Comput Stat 25:155–161, <CitationRef CitationID="CR10">2010</CitationRef>) proposed a scheme for simulating truncated stable random variables. That involves solving a nonlinear transformation in each realization. Here, we propose alternative schemes to generate truncated stable random variables. Our schemes are more...</citationref>