| Publication | Date of Publication | Type |
|---|
| Financial modeling with heavy-tailed stable distributions | 2024-09-12 | Paper |
| Modeling multivariate extremes | 2024-09-12 | Paper |
| Computational aspects of stable distributions | 2024-09-11 | Paper |
| A graphical diagnostic for heavy tailed data | 2024-07-25 | Paper |
| Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\) | 2024-05-14 | Paper |
| Taming impulsive high-frequency data using optimal sampling periods | 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 | 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 | 2020-09-03 | Paper |
| Stable distributions and Green's functions for fractional diffusions | 2019-10-10 | Paper |
| Compressive Sensing Using Symmetric Alpha-Stable Distributions for Robust Sparse Signal Reconstruction | 2019-03-06 | Paper |
| Fast and Accurate Computation of the Myriad Filter via Branch-and-Bound Search | 2018-06-27 | Paper |
| Truncated fractional moments of stable laws | 2018-06-14 | Paper |
| Erlang renewal models for genetic recombination | 2018-01-18 | Paper |
| Linear and nonlinear regression with stable errors | 2017-05-12 | Paper |
| An R package for modeling and simulating generalized spherical and related distributions | 2016-11-30 | Paper |
| An R package for modeling and simulating generalized spherical and related distributions | 2016-10-28 | Paper |
| A measure of dependence for stable distributions | 2016-06-07 | Paper |
| Multivariate elliptically contoured stable distributions: theory and estimation | 2015-02-27 | Paper |
| Dense classes of multivariate extreme value distributions | 2014-01-10 | Paper |
| Multivariate elliptically contoured stable distributions: theory and estimation | 2013-01-30 | Paper |
| Parameterizations and modes of stable distributions | 2012-09-02 | Paper |
| R as a Tool in Computational Finance | 2012-01-10 | Paper |
| Metrics for multivariate stable distributions | 2011-03-21 | Paper |
| Models for dependent extremes using stable mixtures | 2010-04-22 | Paper |
| Infinite divisibility of skew Gaussian and Laplace laws | 2008-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4832216 | 2005-01-04 | Paper |
| An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization | 2002-10-06 | Paper |
| Estimation of stable spectral measures | 2002-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738737 | 2001-09-12 | Paper |
| Tail behavior, modes and other characteristics of stable distribution | 2000-05-24 | Paper |
| A method for simulating stable random vectors | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247120 | 1999-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247121 | 1999-12-13 | Paper |
| Multivariate stable densities as functions of one dimensional projections | 1999-07-04 | Paper |
| Data analysis for heavy tailed multivariate samples | 1998-11-03 | Paper |
| Numerical calculation of stable densities and distribution functions | 1998-01-21 | Paper |
| Calculation of multidimensional stable densities | 1996-01-15 | Paper |
| Approximation of multidimensional stable densities | 1993-12-05 | Paper |
| Correction to: Path properties of index-\(\beta\) stable fields | 1993-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210622 | 1991-01-01 | Paper |
| On the oscillation of infinitely divisible and some other processes | 1990-01-01 | Paper |
| Local nondeterminism and local times for stable processes | 1989-01-01 | Paper |
| Continuity of symmetric stable processes | 1989-01-01 | Paper |
| Path properties of index-\(\beta\) stable fields | 1988-01-01 | Paper |
| Equivalent norms on analytic subspaces of \(L^ p\) | 1987-01-01 | Paper |
