A Method for Simulating Stable Random Variables

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Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes
Relative mortality for correlated lifetime data
Escape from bounded domains driven by multivariate -stable noises
Some pathological regression asymptotics under stable conditions
Discussion of `On simulation and properties of the stable law' by Devroye and James
On simulation and properties of the stable law
Object-oriented programming, functional programming and \texttt{R}
Robust nonparametric regression for heavy-tailed data
Power levy motion. II: Evolution
Effects of Lévy noise on the dynamics of sine-Gordon solitons in long Josephson junctions
Inverse stable prior for exponential models
Quantifying the risk using copulae with nonparametric marginals
On exact sampling of nonnegative infinitely divisible random variables
Simulation of Tempered Stable Lévy Bridges and Its Applications
A supplement to sowey's bibliography on random number generation and related topics
The influence of power law distributions on long-range trial dependency of response times
Hausdorff dimension of regular points in stochastic Burgers flows with Lévy \(\alpha\)-stable initial data
Simulating space-time random fields with nonseparable Gneiting-type covariance functions
Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods
Multimodal stationary states in symmetric single-well potentials driven by Cauchy noise
On the Test of Significance of Linear Multiple Regression Coefficients
Estimation of the parameters of fractional-stable laws by the method of minimum distance
Estimating the codifference function of linear time series models with infinite variance
Parameter estimation for stable distributions and their mixture
Modelling tail risk with tempered stable distributions: an overview
Robust linear regression with broad distributions of errors
Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme
A simple robust estimation method for the thickness of heavy tails
On highly skewed fractional log‐stable noise sequences and their application
Flexible models for overdispersed and underdispersed count data
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
Stochastic resonance in a single-well system with exponential potential driven by Levy noise
Estimation of the maximal moment exponent with censored data
Unbiased simulation of distributions with explicitly known integral transforms
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
On the numerical solution of space-time fractional diffusion models
Estimation and Simulation of the Riesz-Bessel Distribution
Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw Stock Exchange
Method-of-moments estimators of stable distribution parameters
Marginal Analysis of Correlated Failure Time Data with Informative Cluster Sizes
Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws
Random-order fractional differential equation models
Anomalous pulsation
Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach
On linear models with long memory and heavy-tailed errors
Indirect Estimation of α-Stable Distributions and Processes
scientific article; zbMATH DE number 7578274 (Why is no real title available?)
Directed transport of particles in coupled fractional-order systems excited by Lévy noise
First-passage statistics for Lévy flights with a drift
Monte Carlo inference in econometric models with symmetric stable disturbances
A note on Linnik's distribution
A simulation study of some nonparametric regression estimators
Persistent scale free fluctuation in market recovery and recession
Unbiased density computation for stochastic resetting
Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses?
A geometric theory for Lévy distributions
Diagnostic checking in linear processes with infinite variance
Stochastic resonance in multi-stable system driven by Lévy noise
Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
Methods for generating random variates with Polya characteristic functions
Numerical study of interacting particles approximation for integro-differential equations
A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions
Approximate Bayesian Computation for a Class of Time Series Models
A PASCAL program for simulating stable random variates
Deterministic force-free resonant activation
On estimation and testing goodness of fit for m-dependent stable sequences
Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system
Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood
Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors
Strong convergence rate of estimators of change point and its application
Exact simulation of IG-OU processes
Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data
An asymmetric multivariate weibull distribution
Inference for vast dimensional elliptical distributions
The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions
Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias
Complexity Questions in Non-Uniform Random Variate Generation
Spectral densities of Wishart-Lévy free stable random matrices
The Euler scheme for Lévy driven stochastic differential equations
Rejection sampling for tempered Lévy processes
Random weighting estimation of stable exponent
A comparative study of tests for paired lifetime data
Applications of the characteristic function-based continuum GMM in finance
A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics
Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise
Role of long jumps in Lévy noise-induced multimodality
Estimating stable latent factor models by indirect inference
An accurate European option pricing model under fractional stable process based on Feynman path integral
Estimation problems for distributions with heavy tails
Financial modeling with heavy-tailed stable distributions
Wild bootstrap of the sample mean in the infinite variance case
Escape from a disk with partly absorbing boundaries driven by bi-variateα-stable noises
On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes
A fractional diffusion model of CD\(8^+\) T cells response to parasitic infection in the brain
Detection of frailty in weibull lifetime data using outlier tests
Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
Data driven smooth tests for composite hypotheses comparison of powers

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