Pages that link to "Item:Q4371854"
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The following pages link to Numerical calculation of stable densities and distribution functions (Q4371854):
Displaying 50 items.
- Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach (Q1790429) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
- Banks' criterion and symmetric stable laws with index of stability between one-half and one (Q1935398) (← links)
- Stable and generalized-\(t\) distributions and applications (Q1948247) (← links)
- Conformal accelerations method and efficient evaluation of stable distributions (Q2023071) (← links)
- Randomness and fractional stable distributions (Q2151705) (← links)
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
- Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws (Q2157427) (← links)
- Cauchy noise removal by weighted nuclear norm minimization (Q2173568) (← links)
- Joint estimation for SDE driven by locally stable Lévy processes (Q2192325) (← links)
- Total variation and high-order total variation adaptive model for restoring blurred images with Cauchy noise (Q2203814) (← links)
- Cauchy noise removal by nonlinear diffusion equations (Q2212338) (← links)
- Multifractal and Levy-stable statistics of soil surface moisture distribution derived from 2D image analysis (Q2289193) (← links)
- Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions (Q2320904) (← links)
- Random numbers from the tails of probability distributions using the transformation method (Q2347310) (← links)
- Fast parallel \(\alpha \)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs (Q2361484) (← links)
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
- Estimation of the characteristic exponent of stable laws (Q2401244) (← links)
- Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
- Fractional reproduction-dispersal equations and heavy tail dispersal kernels (Q2426362) (← links)
- The influence of power law distributions on long-range trial dependency of response times (Q2437275) (← links)
- Delta hedging strategies comparison (Q2464246) (← links)
- Remarks on the stable \(S_{\alpha}(\beta, \gamma, \mu)\) distribution (Q2516398) (← links)
- Privacy protection with heavy-tailed noise for linear dynamical systems (Q2665370) (← links)
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
- A Statistical Analysis of Probabilistic Counting Algorithms (Q2911701) (← links)
- Stable Autoregressive Models and Signal Estimation (Q2920015) (← links)
- Space–Time Duality for Fractional Diffusion (Q3402061) (← links)
- Robust Queueing Theory (Q3450468) (← links)
- Variational Approach for Restoring Blurred Images with Cauchy Noise (Q3454474) (← links)
- Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise (Q3459652) (← links)
- Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications (Q3499081) (← links)
- Indirect Estimation of α-Stable Distributions and Processes (Q3499435) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- LÉVY-STABLE PRODUCTIVITY SHOCKS (Q3506465) (← links)
- ICA by Maximizing Non-stability (Q3614952) (← links)
- Ruin probabilities for two collaborating insurance companies (Q4999842) (← links)
- On tails of symmetric and totally asymmetric alpha-stable distributions (Q5029387) (← links)
- Estimation of the parameters of multivariate stable distributions (Q5042175) (← links)
- A robustness evaluation of Bayesian tests for longitudinal data (Q5057352) (← links)
- A Bayesian approach for estimating the parameters of an <i>α</i>-stable distribution (Q5065298) (← links)
- Asymptotics of maximum likelihood estimation for stable law with continuous parameterization (Q5078578) (← links)
- Best unbiased prediction of order statistics in stable distributions (Q5085034) (← links)
- Some analytical results on bivariate stable distributions with an application in operational risk (Q5092649) (← links)
- <i>z</i>Test for the significance of the mean of a stable probability distribution with 1<α≤2 (Q5128930) (← links)
- Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws (Q5129830) (← links)
- Analysis of autoregressive models with symmetric stable innovations (Q5147566) (← links)
- Maximum likelihood estimation for symmetric α-stable Ornstein–Uhlenbeck processes (Q5157722) (← links)
- Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives (Q5201480) (← links)
