The following pages link to (Q4217357):
Displaying 50 items.
- Five degrees of randomness (Q2066236) (← links)
- Extracting governing laws from sample path data of non-Gaussian stochastic dynamical systems (Q2076049) (← links)
- Modeling right-skewed heavy-tail right-censored survival data with application to HIV viral load (Q2089376) (← links)
- Detecting conditional independence for modeling non-Gaussian time series (Q2131924) (← links)
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- Recent advances of stretched Gaussian distribution underlying Hausdorff fractal distance and its applications in fitting stretched Gaussian noise (Q2164836) (← links)
- Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies (Q2220298) (← links)
- Distance-based routing strategy for traffic transport in spatial networks (Q2248473) (← links)
- Convergence of superpositions of scaled renewal processes with a finite number of different distributions (Q2255655) (← links)
- The fractional relative capacity and the fractional Laplacian with Neumann and Robin boundary conditions on open sets (Q2256555) (← links)
- On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378) (← links)
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins (Q2271333) (← links)
- Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? (Q2276234) (← links)
- The first non-zero Neumann \(p\)-fractional eigenvalue (Q2347861) (← links)
- Estimating the historical and future probabilities of large terrorist events (Q2441827) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441828) (← links)
- Rejoinder of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441829) (← links)
- A comparison between several adjustment models to simulated teletraffic data (Q2455416) (← links)
- Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
- Continuous-time QBD processes with continuous phase variable (Q2469897) (← links)
- General Exact Solution to the Problem of the Probability Density for Sums of Random Variables (Q2837632) (← links)
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- Resonant activation in 2D and 3D systems driven by multi-variate Lévy noise (Q3302051) (← links)
- Escape from bounded domains driven by multivariate<i>α</i>-stable noises (Q3302308) (← links)
- Spherically Invariant Random Processes: Theory and Applications (Q3448759) (← links)
- Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails (Q3550986) (← links)
- Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
- State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
- Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
- Simulation techniques for generalized Gaussian densities (Q3653252) (← links)
- Markov dependence in renewal equations and random sums with heavy tails (Q4603851) (← links)
- What really causes large price changes? (Q4610246) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- A Generator of Heavy-Tailed Search Trees (Q4644977) (← links)
- Maxima of Sums of Heavy-Tailed Random Variables (Q4661648) (← links)
- A Repeated Significance Test for Distributions with Heavy Tails (Q4678863) (← links)
- The Statistical Signature of Pervasive Competition on Wage and Salary Incomes (Q4799466) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- Multi‐variate <i>t</i> Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations (Q4828166) (← links)
- Small sample performance of quantile regression confidence intervals (Q4913929) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- (Q5011285) (← links)
- Estimation of the parameters of multivariate stable distributions (Q5042175) (← links)
- The Fundamentals of Heavy Tails (Q5073498) (← links)
- Solving Constraint-Satisfaction Problems with Distributed Neocortical-Like Neuronal Networks (Q5157180) (← links)
- Gaussian copula of stable random vectors and application (Q5160582) (← links)
- State-independent Importance Sampling for Random Walks with Regularly Varying Increments (Q5247112) (← links)
- On the nonlinear modeling of shot noise (Q5385852) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)
