Pages that link to "Item:Q2352400"

The following pages link to On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400):

Displaying 9 items.

• The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
• \(U\)-statistic for multivariate stable distributions (Q1658072) (← links)
• Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
• Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
• Hausdorff dimension, heavy tails, and generalization in neural networks* (Q5020059) (← links)
• Principal component analysis for <i>α</i>-stable vectors (Q5042123) (← links)
• Estimation of the parameters of multivariate stable distributions (Q5042175) (← links)
• Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)