Pages that link to "Item:Q1965940"

The following pages link to A method for simulating stable random vectors (Q1965940):

Displaying 22 items.

• Dense classes of multivariate extreme value distributions (Q391525) (← links)
• On two approaches to approximation of multidimensional stable laws (Q697476) (← links)
• Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme (Q699431) (← links)
• On continuity of the Pearson statistic and sample quantiles (Q853832) (← links)
• Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
• Indirect estimation of elliptical stable distributions (Q961425) (← links)
• Multivariate geometric stable distributions in financial applications. (Q1596867) (← links)
• Estimation of stable spectral measures (Q1600530) (← links)
• \(U\)-statistic for multivariate stable distributions (Q1658072) (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• On simulating exchangeable sub-Gaussian random vectors (Q1771435) (← links)
• Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
• Flexible multivariate Hill estimators (Q2190231) (← links)
• Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions (Q2320904) (← links)
• On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400) (← 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)
• Homogenization of non-symmetric jump processes (Q6119927) (← links)
• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
• Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function (Q6172158) (← links)
• Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities (Q6190646) (← links)