A Method for Simulating Stable Random Variables

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The wrapped stable family of distributions as a flexible model for circular data
On exact simulation algorithms for some distributions related to Jacobi theta functions
Exact simulation of IG-OU processes
Modelling with mixture of symmetric stable distributions using Gibbs sampling
Multivariate elliptically contoured stable distributions: theory and estimation
Methods for generating random variates with Polya characteristic functions
Method-of-moments estimators of stable distribution parameters
The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions
Hausdorff dimension of regular points in stochastic Burgers flows with Lévy $\alpha$-stable initial data
Simulation of random vectors from three-dimensional spherically symmetric stable distributions
A central limit theorem for self-normalized products of random variables
A simple robust estimation method for the thickness of heavy tails
Estimating the index of a stable law via the pot-method
Monte Carlo inference in econometric models with symmetric stable disturbances
The theory of geometric stable distributions and its use in modeling financial data
The study of a function relating to stable distributions
The Euler scheme for Lévy driven stochastic differential equations
The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance. An application to German stock returns
A multivariate counting process with Weibull-distributed first-arrival times.
Some pathological regression asymptotics under stable conditions
Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
Diagnostic checking in linear processes with infinite variance
Robust linear regression with broad distributions of errors
Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system
Synchronisation of networked Kuramoto oscillators under stable Lévy noise
Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood
A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of $\alpha$-stable distributions
Stochastic bifurcation for a tumor-immune system with symmetric Lévy noise
Hidden physics models: machine learning of nonlinear partial differential equations
Estimating stable latent factor models by indirect inference
Filtering and estimation for a class of stochastic volatility models with intractable likelihoods
On estimation and testing goodness of fit for m-dependent stable sequences
Estimation problems for distributions with heavy tails
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
Recent results in applications and processing of -stable-distributed time series
Applications of the characteristic function-based continuum GMM in finance
A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric -stable motions
New properties and representations for members of the power-variance family. I
Testing time reversibility without moment restrictions
A genetic programming approach based on Lévy flight applied to nonlinear identification of a poppet valve
Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors
Conformal accelerations method and efficient evaluation of stable distributions
Simulating space-time random fields with nonseparable Gneiting-type covariance functions
A fractional multi-states model for insurance
Flexible models for overdispersed and underdispersed count data
Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise
An accurate European option pricing model under fractional stable process based on Feynman path integral
Goodness-of-fit test for $\alpha$-stable distribution based on the quantile conditional variance statistics
On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance
Particle swarm optimization performance for fitting of Lévy noise data
Subdiffusion and ergodicity breaking in heterogeneous environments subject to Lévy noise
Recent advances of stretched Gaussian distribution underlying Hausdorff fractal distance and its applications in fitting stretched Gaussian noise
Lévy noise effects on Josephson junctions
Law of the first passage triple of a spectrally positive strictly stable process
Flexible multivariate Hill estimators
Robust nonparametric regression for heavy-tailed data
Linear dimension reduction approximately preserving a function of the $1$-norm
Modelling tail risk with tempered stable distributions: an overview
A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics
A characterization for truncated Cauchy random variables with nonzero skewness parameter
Inference for vast dimensional elliptical distributions
On simulating truncated stable random variables
Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses?
Coarse-scale particle tracking approaches for contaminant transport in fractured rock
Modulating bifurcations in a self-sustained birhythmic system by $\alpha$-stable Lévy noise and time delay
Inverse stable prior for exponential models
Rejection sampling for tempered Lévy processes
Random numbers from the tails of probability distributions using the transformation method
The space-fractional diffusion-advection equation: analytical solutions and critical assessment of numerical solutions
The phase transition in a bistable Duffing system driven by Lévy noise
Maximum likelihood estimation for $\alpha $-stable autoregressive processes
Estimation of the characteristic exponent of stable laws
Multilevel Monte Carlo for exponential Lévy models
The influence of power law distributions on long-range trial dependency of response times
Random weighting estimation of stable exponent
Exact confidence sets and goodness-of-fit methods for stable distributions
Monte Carlo option pricing for tempered stable (CGMY) processes
Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach
Fourier series approximation of linear fractional stable motion
Quantifying the risk using copulae with nonparametric marginals
A simulation study of some nonparametric regression estimators
On simulation and properties of the stable law
Discussion of `On simulation and properties of the stable law' by Devroye and James
Object-oriented programming, functional programming and \texttt{R}
Anomalous pulsation
Estimation of the parameters of fractional-stable laws by the method of minimum distance
Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis
Mixture regression models for closed population capture-recapture data
A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations
A measure of dependence for stable distributions
Unbiased simulation of distributions with explicitly known integral transforms
A positive stable frailty model for clustered failure time data with covariate-dependent frailty
Proportional hazards regression for the analysis of clustered survival data from case-cohort studies
A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
Approximation of aggregate and extremal losses within the very heavy tails framework
Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes
Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation
Comparison of Semiparametric Regression Models for Correlated Survival Data Using Simulations
On exact sampling of nonnegative infinitely divisible random variables

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