Estimation of stable spectral measures (Q1600530): Difference between revisions

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+MaRDI publication profile
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+The theory of geometric stable distributions and its use in modeling financial data
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+Q5202791
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+Modeling asset returns with alternative stable distributions<sup>*</sup>
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+Generalized stable models for financial asset returns
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+Simple consistent estimators of stable distribution parameters
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+Q2738737
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+Estimation in Univariate and Multivariate Stable Distributions
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+Multivariate stable distributions
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+A method for simulating stable random vectors
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+Approximation of multidimensional stable densities
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+Calculation of multidimensional stable densities
@@ Property / cites work: Calculation of multidimensional stable densities / rank @@
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+Q4306152
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+MULTIVARIATE STABLE FUTURES PRICES
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+Q3717907
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+Parameterizations and modes of stable distributions
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+Q4247118
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+Numerical calculation of stable densities and distribution functions
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+Data analysis for heavy tailed multivariate samples
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+Estimation of the bivariate stable spectral representation by the projection method
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+Q4301585
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+Tail behavior, modes and other characteristics of stable distribution
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