scientific article; zbMATH DE number 3828921
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Publication:3673748
zbMATH Open0523.60003MaRDI QIDQ3673748FDOQ3673748
Publication date: 1983
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Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Axioms; other general questions in probability (60A05) Probabilistic measure theory (60A10)
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- Some pathological regression asymptotics under stable conditions
- An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization
- The asymmetry indices of stable measures
- Unimodality of Hitting Times for Stable Processes
- Weak convergence to processes connected with stable distibutions
- Characterization by invariance under length-biasing and random scaling
- A stable limit law for recurrence times of the simple random walk on the two-dimensional integer lattice
- Unimodal spectral windows
- A testable version of the Pareto-Stable CAPM
- Generalized CMR technology as a natural source of objective marketing information
- Numerical solutions for fractional reaction-diffusion equations
- A proof of Bondesson's conjecture on stable densities
- Limit behavior of sums of a random number of independent random variables
- Rate of convergence to a stable law in the space \(R^ k\)
- On \((c,p)\)-pseudostable random variables
- Characterizing random variables in the context of signal detection theory
- The Fourier transform technique for convolution equations in the infinite dimensional \(\ell_ q\)-spaces
- Activity rates with very heavy tails
- Methods of characteristic functions in problems of statistical estimation by censored samples
- Wavelet-based estimation for univariate stable laws
- On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
- A family of probability distributions
- Parameterizations and modes of stable distributions
- Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough
- On small deviations of series of weighted random variables
- Stable Lévy motion approximation in collective risk theory
- Fisher information and convergence to stable laws
- On tail parameter estimation in certain point process models
- Estimation of stable distributions by indirect inference
- Comparison of estimators in stable models.
- Testing the stable Paretian assumption
- Estimation of the autoregression parameter with infinite dispersion of noise
- Does asymptotic linearity of the regression extend to stable domains of attraction?
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
- Computing the probability density function of the stable Paretian distribution
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
- Multivariate stable exponential families and Tweedie scale
- The theory of geometric stable distributions and its use in modeling financial data
- Mixture representations for symmetric generalized Linnik laws
- Minimal conditions in \(p\)-stable limit theorems
- Pseudodifferential local interaction equation for moving objects
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process
- Persistence of integrated stable processes
- Diameters of random vectors and their applications in approximation theory
- Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps
- On alpha stable distribution of wind driven water surface wave slope
- Remarks on characterization of normal and stable distributions
- Stable limit laws for additive arithmetic functions
- On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion
- Convergence to stable laws in relative entropy
- Deformations of positive linear operators of type B
- Tempered stable Lévy motion and transient super-diffusion
- On the convergence rate in ``The exact asymptotics for random variables with a stable distribution
- Nonuniform estimate of the rate of convergence in the CLT with stable limit distribution
- The stretched exponential behavior and its underlying dynamics. The phenomenological approach
- Linear and nonlinear regression with stable errors
- Some limit theorems for large deviations of sums of independent random variables with common distribution function from the domain of normal attraction of a stable distribution
- A parabolic equation for the fractional Laplacian in the entire space: blow-up of nonnegative solutions
- Passive tracer in non-Markovian, Gaussian velocity field
- Asymptotic properties of maximum likelihood estimator for some discrete distributions generated by
- On Gaussian transition operators
- Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood
- Estimation of the tail of probability distribution through its characteristic function
- On stable random variables with a complex stability index
- On the increment distributions of stock prices
- Applications of the characteristic function-based continuum GMM in finance
- An accurate European option pricing model under fractional stable process based on Feynman path integral
- Statistical methods of estimation and testing of hypotheses. Transl. from the Russian
- Slow convergence in generalized central limit theorems
- Truncated fractional moments of stable laws
- Pseudodifferential equation of fluctuations of nonstationary gravitational fields
- Large samples of observations of random vectors of large dimension
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation
- On characterization of distributions of symmetrically dependent random variables
- Stable Random Variables with Complex Index α. the Case |α − 1/2| < 1/2
- Critical random forests
- Classical solutions of the equation of local fluctuations of Riesz gravitational fields and their properties
- Functional limit theorems for sums of independent random variables with random coefficients
- The Cauchy problem and distribution of local fluctuations of one Riesz gravitational field
- Holtsmark fluctuations of nonstationary gravitational fields
- Efficiency of a certain modification of the studentized range of symmetric stable random variables
- On weak generalized stability of random variables via functional equations
- On the confidence intervals of parametric functions for Distributions Generated by Symmetric Stable Laws
- Statistical decomposition of volatility
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