STABLE
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A robustness evaluation of Bayesian tests for longitudinal data ⋮ A Bayesian approach for estimating the parameters of an α-stable distribution ⋮ Best unbiased prediction of order statistics in stable distributions ⋮ zTest for the significance of the mean of a stable probability distribution with 1<α≤2 ⋮ Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws ⋮ A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables ⋮ Analysis of autoregressive models with symmetric stable innovations ⋮ Stable Laws and the Present Value of Fixed Cash Flows ⋮ Multivariate survival models with a mixture of positive stable frailties ⋮ Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations ⋮ Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives ⋮ Practical computing for finite moment log-stable distributions to model financial risk ⋮ Asymptotic stochastic dominance rules for sums of i.i.d. random variables ⋮ Measure of location-based estimators in simple linear regression ⋮ First-passage properties of asymmetric Lévy flights ⋮ Fast parallel \(\alpha \)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs ⋮ Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation ⋮ Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood ⋮ Estimation of the parameters of multivariate stable distributions ⋮ Robust option pricing ⋮ An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution ⋮ Robust Queueing Theory ⋮ Variational Approach for Restoring Blurred Images with Cauchy Noise ⋮ EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION ⋮ Propagation speed of the maximum of the fundamental solution to the fractional diffusion-wave equation ⋮ Spectral estimation of the fractional order of a Lévy process ⋮ Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise ⋮ A Statistical Analysis of Probabilistic Counting Algorithms ⋮ A framework for analyzing the robustness of movement models to variable step discretization ⋮ Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics ⋮ Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes ⋮ Unnamed Item ⋮ \(U\)-statistic for multivariate stable distributions ⋮ A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions ⋮ Unnamed Item ⋮ Estimation of the characteristic exponent of stable laws ⋮ Wavelet-based estimation for univariate stable laws ⋮ Asymptotic multivariate dominance: a financial application ⋮ Cauchy noise removal by weighted nuclear norm minimization ⋮ Privacy protection with heavy-tailed noise for linear dynamical systems ⋮ Applications of the characteristic function-based continuum GMM in finance ⋮ Diagnostic tests for non-causal time series with infinite variance ⋮ Nonparametric estimation of multivariate elliptic densities via finite mixture sieves ⋮ Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications ⋮ Why do we need probability distributions with fat tails to describe the surface strain evolution in reinforced concrete flexural members? ⋮ Banks' criterion and symmetric stable laws with index of stability between one-half and one ⋮ Stable modeling in energy risk management ⋮ Portfolio selection with stable distributed returns ⋮ A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL ⋮ Joint estimation for SDE driven by locally stable Lévy processes ⋮ Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process ⋮ Fractional reproduction-dispersal equations and heavy tail dispersal kernels ⋮ Bayesian analysis of multivariate stable distributions using one-dimensional projections ⋮ Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes ⋮ Stable and generalized-\(t\) distributions and applications ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Fisher's Information for Discretely Sampled Lvy Processes ⋮ The influence of power law distributions on long-range trial dependency of response times ⋮ Parameterizations and modes of stable distributions ⋮ Cauchy noise removal by nonlinear diffusion equations ⋮ Modeling chinese stock returns with stable distribution ⋮ Average sample number function for Pareto heavy tailed distributions ⋮ Improved inference in the evaluation of mutual fund performance using panel bootstrap methods ⋮ Applications of inverse tempered stable subordinators ⋮ Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions ⋮ Data analysis for heavy tailed multivariate samples ⋮ Numerical calculation of stable densities and distribution functions ⋮ Numerical solutions for fractional reaction-diffusion equations ⋮ Unnamed Item ⋮ Cauchy noise removal by nonconvex ADMM with convergence guarantees ⋮ Unnamed Item ⋮ Anomalous diffusion with ballistic scaling: a new fractional derivative ⋮ Unnamed Item ⋮ A possible way of estimating options with stable distributed underlying asset prices ⋮ Estimating stable latent factor models by indirect inference ⋮ Calibrated FFT-based density approximations for \(\alpha\)-stable distributions ⋮ One-step R-estimation in linear models with stable errors ⋮ Model identification for infinite variance autoregressive processes ⋮ Estimation for multivariate stable distributions with generalized empirical likelihood ⋮ Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions ⋮ A heavy-tailed empirical Bayes method for replicated microarray data ⋮ Filtering and estimation for a class of stochastic volatility models with intractable likelihoods ⋮ Testing for independence in heavy-tailed time series using the codifference function ⋮ Sainte-Laguë’s chi-square divergence for the rounding of probabilities and its convergence to a stable law ⋮ Estimating the codifference function of linear time series models with infinite variance ⋮ Tractable stochastic analysis in high dimensions via robust optimization ⋮ LIMIT DISTRIBUTIONS OF SOME STEREOLOGICAL ESTIMATORS IN WICKSELL'S CORPUSCLE PROBLEM ⋮ Conformal accelerations method and efficient evaluation of stable distributions ⋮ Unnamed Item ⋮ Mutual fund performance evaluation using data envelopment analysis with new risk measures ⋮ Unnamed Item ⋮ Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach ⋮ Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection ⋮ Volatility estimators for discretely sampled Lévy processes ⋮ Integral representations of one-dimensional projections for multivariate stable densities ⋮ ICA by Maximizing Non-stability ⋮ Remarks on the stable \(S_{\alpha}(\beta, \gamma, \mu)\) distribution ⋮ Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics ⋮ Coarse graining, dynamic renormalization and the kinetic theory of shock clustering
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