A method for simulating stable random vectors

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scientific article; zbMATH DE number 1959495
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Simulation of random vectors from three-dimensional spherically symmetric stable distributions
Computer simulation of geometric stable distributions
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On simulating exchangeable sub-Gaussian random vectors
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Likelihood-free Bayesian inference for \(\alpha\)-stable models
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Estimation and simulation for multivariate tempered stable distributions
Numerical generation of symmetric -stable random variables
Dense classes of multivariate extreme value distributions
scientific article; zbMATH DE number 1959495 (Why is no real title available?)
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Estimation of the parameters of multivariate stable distributions
Some analytical results on bivariate stable distributions with an application in operational risk
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Exchangeable stable random vectors and their simulations
Homogenization of non-symmetric jump processes
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1
Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme
Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities
Forecasting multidimensional autoregressive time series model with symmetric \(\alpha\)-stable noise using artificial neural networks
Financial modeling with heavy-tailed stable distributions
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