Pages that link to "Item:Q4742056"
From MaRDI portal
The following pages link to A Comedy of Errors: The Canonical Form for a Stable Characteristic Function (Q4742056):
Displayed 19 items.
- On a method of introducing free-infinitely divisible probability measures (Q292436) (← links)
- Dynamical attraction to stable processes (Q424711) (← links)
- Parameterizations and modes of stable distributions (Q449933) (← links)
- Precise tabulation of the maximally-skewed stable distributions and densities (Q673281) (← links)
- On the functional limits for partial sums under stable law (Q840800) (← links)
- Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements (Q890228) (← links)
- The theory of geometric stable distributions and its use in modeling financial data (Q1330574) (← links)
- Limit distributions for products of sums. (Q1423276) (← links)
- Efficient posterior integration in stable paretian models (Q1580845) (← links)
- Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM (Q1657901) (← links)
- A note on asymptotic distribution of products of sums (Q1881240) (← links)
- On the Chambers-Mallows-Stuck method for simulating skewed stable random variables (Q1916248) (← links)
- A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (Q1934478) (← links)
- Limit theorems for sums of random exponentials (Q2487021) (← links)
- Modeling asset returns with alternative stable distributions<sup>*</sup> (Q4286238) (← links)
- A direct approach to the stable distributions (Q5197412) (← links)
- Distribution probability of force for a physical system of <i>N</i> random particles (Q5228073) (← links)
- Inference based on adaptive grid selection of probability transforms (Q5739688) (← links)
- Practical computing for finite moment log-stable distributions to model financial risk (Q5963822) (← links)