On some expansions of stable distribution functions
From MaRDI portal
Cites work
Cited in
(50)- Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach
- Methods for generating random variates with Polya characteristic functions
- Analytic properties of quasistable distributions
- Asymptotic expansions for dervatives of stable laws
- The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance. An application to German stock returns
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models
- An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution
- Logarithmic averages of stable random variables are asymptotically normal
- On the rate of convergence of sums of extremes to a stable law
- Tail estimation of the stable index \(\alpha\)
- Recent results in applications and processing of -stable-distributed time series
- Likelihood-free Bayesian inference for \(\alpha\)-stable models
- Deconvolution for the Wasserstein metric and geometric inference
- Space-time duality for semi-fractional diffusions
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
- On complex-time heat kernels of fractional Schrödinger operators via Phragmén-Lindelöf principle
- Remarks on the stable \(S_{\alpha}(\beta, \gamma, \mu)\) distribution
- Über einen Darstellungssatz für Funktionen als Fourierintegrale und Anwendungen in der Fourieranalysis
- On simulation and properties of the stable law
- Escape probability for stochastic dynamical systems with jumps
- Explicit representations for multiscale Lévy processes and asymptotics of multifractal conservation laws
- Fractiles for the nonsymmetric stable distributions
- Local times for a class of purely discontinuous martingales
- Indirect Estimation of α-Stable Distributions and Processes
- Tables of cumulative distribution functions and percentiles of the standardized stable random variables
- A tail estimator for the index of the stable paretian distribution∗
- Truncation bounds for infinite expansions for the stable distributions
- Tables of finite-mean nonsymmetric stable distributions as computed from their convergent and asymptotic series†
- Expansions for the positive stable laws
- Generating non- normal stable variates using limit theorem properties
- Financial Data Analysis with Two Symmetric Distributions
- Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
- Some results on the limiting behaviour of infinite particle systems
- Calculation of multidimensional stable densities
- Explicit and combined estimators for parameters of stable distributions
- A Bayesian approach for estimating the parameters of an α-stable distribution
- Asymptotics of maximum likelihood estimation for stable law with continuous parameterization
- Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives
- The stretched exponential behavior and its underlying dynamics. The phenomenological approach
- Exact simulation of tempered stable Ornstein--Uhlenbeck processes
- Bayesian inversion with α-stable priors
- Parametric estimation of tempered stable laws
- Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
- The arithmetic of laws of probability
- Functional calculus and semilinear evolution equations for the Taibleson operator on non-Archimedean local fields
- Revisiting the lack of general elementary closed-form expressions for Lévy -stable distributions with arbitrary parameters: a Mellin transform approach
- Estimation of the remainder term in the expansion of the stable law for extreme values of the asymmetry parameter
- Stochastic dominance and parameter estimation: The case of symmetric stable distributions
- Spectral analysis for a discrete metastable system driven by Lévy flights
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions
This page was built for publication: On some expansions of stable distribution functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2650452)