The following pages link to Svetlozar T. Rachev (Q578716):
Displayed 50 items.
- An ideal metric and the rate of convergence to a self-similar process (Q578717) (← links)
- (Q665814) (redirect page) (← links)
- Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
- Stable distributions and the term structure of interest rates (Q699420) (← links)
- A testable version of the Pareto-Stable CAPM (Q699422) (← links)
- A GARCH option pricing model with \(\alpha\)-stable innovations (Q704080) (← links)
- Association of stable random variables (Q753242) (← links)
- Rates of convergence of \(\alpha\)-stable random motions (Q757965) (← links)
- Approximate independence of distributions on spheres and their stability properties (Q808569) (← links)
- Some new Vapnik-Chervonenkis classes (Q911142) (← links)
- Smoothing metrics for measures on groups (Q912461) (← links)
- A note on the stability of the estimation of the exponential distribution (Q912523) (← links)
- On approximating probabilities for small and large deviations in \(R^{d1}\) (Q917144) (← links)
- A counterexample to a.s. constructions (Q917147) (← links)
- On almost symmetric sequences in \(L_ p\) (Q917148) (← links)
- Stable distributions for asset returns (Q921834) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282) (← links)
- Stochastic models for risk estimation in volatile markets: a survey (Q993727) (← links)
- Subordinated market index models: A comparison (Q1000425) (← links)
- Unconditional and conditional distributional models for the Nikkei index (Q1000455) (← links)
- Introduction to special issue: Studies in mathematical and empirical finance (Q1028525) (← links)
- Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530) (← links)
- Construction of probability metrics on classes of investors (Q1046359) (← links)
- Lévy-Prokhorov distance in a space of semicontinuous set functions (Q1068421) (← links)
- Minimality of ideal probabilistic metrics (Q1071362) (← links)
- Stability of some characterization properties of the exponential distribution (Q1071366) (← links)
- Stability of the service process in a system of type M/M/1 (Q1071410) (← links)
- Minimal metrics in a space of random vectors with fixed one-dimensional marginal distributions (Q1077066) (← links)
- Éléments extrémaux pour les inégalités de Brunn-Minkowski gaussiennes (Extreme elements for the Gaussian Brunn-Minkowski inequalities) (Q1077800) (← links)
- Ideal quadratic metrics (Q1078893) (← links)
- A characterization of queueing models and its stability (Q1078930) (← links)
- A factorization of the Askey's characteristic function \((1-\| t\| _{2n+1})_ +^{n+1}\) (Q1081191) (← links)
- Stability of the characterization of the exponential law (Q1081227) (← links)
- Metrics that are invariant relative to monotone transformations (Q1084736) (← links)
- Bounds for crude survival probabilities within competing risks framework and their statistical application (Q1098535) (← links)
- The problem of stability in insurance mathematics (Q1105309) (← links)
- Stability in the mean of the characterization of queueing models (Q1115339) (← links)
- Rates for the CLT via new ideal metrics (Q1122211) (← links)
- The problem of stability in queueing theory (Q1122882) (← links)
- Estimates of the rate of convergence for max-stable processes (Q1124201) (← links)
- Hausdorff metric structure of the space of probability measures (Q1155911) (← links)
- A complete metric in the space \(D[0,\infty)\) (Q1175848) (← links)
- Uniformities for the convergence in law and in probability (Q1185794) (← links)
- Convergence of self-normalized generalized \(U\)-statistics (Q1187531) (← links)
- Weak convergence and the Prokhorov radius (Q1191762) (← links)
- The stability of a characterization of the bivariate Marshall-Olkin distribution (Q1192553) (← links)
- A probabilistic approach to optimal quality usage (Q1202475) (← links)
- Moment problems and their applications to the stability of queueing models (Q1202476) (← links)
- A new ideal metric with applications to multivariate stable limit theorems (Q1203937) (← links)