| Publication | Date of Publication | Type |
|---|
Financial modeling with heavy-tailed stable distributions
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-12 | Paper |
Modeling multivariate extremes
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-12 | Paper |
Computational aspects of stable distributions
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-11 | Paper |
A graphical diagnostic for heavy tailed data
Applied Stochastic Models in Business and Industry | 2024-07-25 | Paper |
Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\)
Journal of Statistical Theory and Practice | 2024-05-14 | Paper |
Taming impulsive high-frequency data using optimal sampling periods
Annals of Operations Research | 2024-04-24 | Paper |
Computation of Riesz \(\boldsymbol{\alpha }\)-Capacity \(\boldsymbol{\textrm{C}}_{\boldsymbol{\alpha}}\) of General Sets in \(\boldsymbol{\mathbb{R}}^{\boldsymbol{d}}\) Using Stable Random Walks
SIAM Journal on Applied Mathematics | 2024-03-20 | Paper |
| Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data | 2023-10-20 | Paper |
Univariate stable distributions. Models for heavy tailed data
Springer Series in Operations Research and Financial Engineering | 2020-09-03 | Paper |
Stable distributions and Green's functions for fractional diffusions
Fractional Calculus \ Applied Analysis | 2019-10-10 | Paper |
Compressive Sensing Using Symmetric Alpha-Stable Distributions for Robust Sparse Signal Reconstruction
IEEE Transactions on Signal Processing | 2019-03-06 | Paper |
Fast and Accurate Computation of the Myriad Filter via Branch-and-Bound Search
IEEE Transactions on Signal Processing | 2018-06-27 | Paper |
Truncated fractional moments of stable laws
Statistics & Probability Letters | 2018-06-14 | Paper |
Erlang renewal models for genetic recombination
Journal of Statistical Distributions and Applications | 2018-01-18 | Paper |
Linear and nonlinear regression with stable errors
Journal of Econometrics | 2017-05-12 | Paper |
An R package for modeling and simulating generalized spherical and related distributions
Journal of Statistical Distributions and Applications | 2016-11-30 | Paper |
An R package for modeling and simulating generalized spherical and related distributions
Journal of Statistical Distributions and Applications | 2016-10-28 | Paper |
A measure of dependence for stable distributions
Extremes | 2016-06-07 | Paper |
Multivariate elliptically contoured stable distributions: theory and estimation
Computational Statistics | 2015-02-27 | Paper |
Dense classes of multivariate extreme value distributions
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Multivariate elliptically contoured stable distributions: theory and estimation
Computational Statistics | 2013-01-30 | Paper |
Parameterizations and modes of stable distributions
Statistics & Probability Letters | 2012-09-02 | Paper |
R as a tool in computational finance
Handbook of Computational Finance | 2012-01-10 | Paper |
Metrics for multivariate stable distributions
Banach Center Publications | 2011-03-21 | Paper |
Models for dependent extremes using stable mixtures
(available as arXiv preprint) | 2010-04-22 | Paper |
Infinite divisibility of skew Gaussian and Laplace laws
Statistics & Probability Letters | 2008-04-28 | Paper |
| scientific article; zbMATH DE number 2124895 (Why is no real title available?) | 2005-01-04 | Paper |
An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization
Mathematical and Computer Modelling | 2002-10-06 | Paper |
Estimation of stable spectral measures
Mathematical and Computer Modelling | 2002-06-13 | Paper |
| scientific article; zbMATH DE number 1639862 (Why is no real title available?) | 2001-09-12 | Paper |
Tail behavior, modes and other characteristics of stable distribution
Extremes | 2000-05-24 | Paper |
A method for simulating stable random vectors
Computational Statistics | 2000-03-02 | Paper |
| scientific article; zbMATH DE number 1301893 (Why is no real title available?) | 1999-12-20 | Paper |
| scientific article; zbMATH DE number 1301894 (Why is no real title available?) | 1999-12-13 | Paper |
Multivariate stable densities as functions of one dimensional projections
Journal of Multivariate Analysis | 1999-07-04 | Paper |
Data analysis for heavy tailed multivariate samples
Communications in Statistics. Stochastic Models | 1998-11-03 | Paper |
Numerical calculation of stable densities and distribution functions
Communications in Statistics. Stochastic Models | 1998-01-21 | Paper |
Calculation of multidimensional stable densities
Communications in Statistics. Simulation and Computation | 1996-01-15 | Paper |
Approximation of multidimensional stable densities
Journal of Multivariate Analysis | 1993-12-05 | Paper |
Correction to: Path properties of index-\(\beta\) stable fields
The Annals of Probability | 1993-01-17 | Paper |
| scientific article; zbMATH DE number 4192767 (Why is no real title available?) | 1991-01-01 | Paper |
On the oscillation of infinitely divisible and some other processes
Stochastic Processes and their Applications | 1990-01-01 | Paper |
Local nondeterminism and local times for stable processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
Continuity of symmetric stable processes
Journal of Multivariate Analysis | 1989-01-01 | Paper |
Path properties of index-\(\beta\) stable fields
The Annals of Probability | 1988-01-01 | Paper |
Equivalent norms on analytic subspaces of \(L^ p\)
Journal of Mathematical Analysis and Applications | 1987-01-01 | Paper |
