Pages that link to "Item:Q699425"
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The following pages link to An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization (Q699425):
Displaying 15 items.
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Average sample number function for Pareto heavy tailed distributions (Q469896) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- Computing the probability density function of the stable Paretian distribution (Q699429) (← links)
- Tempered stable Lévy motion and transient super-diffusion (Q847223) (← links)
- Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- Random numbers from the tails of probability distributions using the transformation method (Q2347310) (← links)
- Mutual fund performance evaluation using data envelopment analysis with new risk measures (Q2507569) (← links)
- Remarks on the stable \(S_{\alpha}(\beta, \gamma, \mu)\) distribution (Q2516398) (← links)
- Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
- Applications of a General Stable Law Regression Model (Q3592648) (← links)
- The ECF-WS estimator for univariate symmetric stable distributions with application in seismic trace signals (Q5055225) (← links)
- Bayesian Inference Using Artificial Augmenting Regressions (Q5321937) (← links)
- Bayesian inversion with α-stable priors (Q6070748) (← links)
