scientific article; zbMATH DE number 3947305

zbMATH Open0589.60015MaRDI QIDQ3717907FDOQ3717907

Publication date: 1986

Title of this publication is not available (Why is that?)

Recommendations

scientific article; zbMATH DE number 195091
One-dimensional stable probability density functions for rational index \(0<\alpha \leqslant 2\)
On the stability of one characterization of stable distributions
scientific article; zbMATH DE number 4024395
scientific article; zbMATH DE number 3996744
scientific article; zbMATH DE number 3986381
scientific article; zbMATH DE number 50233
scientific article; zbMATH DE number 1193442
scientific article; zbMATH DE number 1210303
On a generalization of stable distributions

characteristic function stable distributions characterizations application of stable distributions estimation of stable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Cited In (only showing first 100 items - show all)

Limit theorems for free Lévy processes
Notes on random walks in the Cauchy domain of attraction
Estimating the Renewal Function When the Second Moment Is Infinite
Positive stable densities and the bell-shape
A note on the asymptotic distribution of the \(F\)-statistic for random variables with infinite variance
Total positivity in stable semigroups
The impact of hierarchically constrained dynamics with a finite mean of cluster sizes on relaxation properties
Calculation of multidimensional stable densities
Likelihood-free Bayesian inference for \(\alpha\)-stable models
Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations
Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set
Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach
Almost isometric operators: functional model, invariant subspaces, commutant
Sub-exponential tail bounds for conditioned stable Bienaymé-Galton-Watson trees
Anomalous diffusion with ballistic scaling: a new fractional derivative
Monte Carlo inference in econometric models with symmetric stable disturbances
Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses?
A geometric theory for Lévy distributions
Limit theorems for a generalized Feller game
Limit distributions for doubly stochastically rarefied renewal processes and their properties
On the Power-Variance Family of Probability Distributions
Efficient computations of \(\ell _1\) and \(\ell _{\infty }\) rearrangement distances
Inversion of the space and time of stable Lévy processes
Generalized negative binomial distributions as mixed geometric laws and related limit theorems
Monte Carlo EM estimation for multivariate stable distributions
Convergence results for compound Poisson distributions and applications to the standard Luria–Delbrück distribution
Estimation problems for distributions with heavy tails
The zeros of the partition function of the pinning model
Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry
Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise
Estimation of block sparsity in compressive sensing
Uniform convergence rates for the approximated halfspace and projection depth
Recent results in applications and processing of \(\alpha\)-stable-distributed time series
POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks
Saddlepoint approximations for subordinator processes
Tail behavior of random products and stochastic exponentials
A functional LIL for \(d\)-dimensional stable processes; invariance for Lévy- and other weakly convergent processes
A new approach to complex-valued fractional Brownian motion via rotating white noise
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation
n\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\)
Continuous phase transitions for dynamical systems
Stationarity and ergodicity for an affine two-factor model
On exact simulation algorithms for some distributions related to Jacobi theta functions
Generalized Fokker-Planck equation: derivation and exact solutions
A note on limiting distribution for jumps of Lévy insurance risk model
A general correlation inequality and the almost sure local limit theorem for random sequences in the domain of attraction of a stable law
Modeling chinese stock returns with stable distribution
Conformal accelerations method and efficient evaluation of stable distributions
On free regular and Bondesson convolution semigroups
Lévy flights: Exact results and asymptotics beyond all orders
Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation
Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions.
On the future infimum of positive self-similar Markov processes
Stochastic classical solutions for space-time fractional evolution equations on a bounded domain
Local limit theorems for sums of independent random vectors
Applications of inverse tempered stable subordinators
Stable windings at the origin
On two approaches to approximation of multidimensional stable laws
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations
First exit time of a Lévy flight from a bounded region in \(\mathbb{R}^N\)
Precise tabulation of the maximally-skewed stable distributions and densities
First-passage properties of asymmetric Lévy flights
Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations
How random is a random vector?
The peeling process of infinite Boltzmann planar maps
On simulation and properties of the stable law
Multivariate stable densities as functions of one dimensional projections
A triptych of discrete distributions related to the stable law
Atypical case of the dielectric relaxation responses and its fractional kinetic equation
Uniqueness of translation-covariant zero-temperature metastate in disordered Ising ferromagnets
Estimation of the parameters of fractional-stable laws by the method of minimum distance
Portfolio selection problems consistent with given preference orderings
A simple robust estimation method for the thickness of heavy tails
Pricing CDO tranches in an intensity based model with the mean reversion approach
Indirect Estimation of α-Stable Distributions and Processes
Estimating the degree of activity of jumps in high frequency data
Heavy-tailedness and threshold sex determination
Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
Parameter estimation for fractional Poisson processes
Multiplicative strong unimodality for positive stable laws
Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters
Fractional diffusion equations and processes with randomly varying time
Relaxation dynamics of the fastest channel in multichannel parallel relaxation mechanism
From Sturm-Liouville problems to fractional and anomalous diffusions
The fractional Fick's law for non-local transport processes
On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws
Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements
Ruin probabilities and overshoots for general Lévy insurance risk processes
Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis.
Modeling fat tails in stock returns: a multivariate stable-GARCH approach
Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
Ergodic property of stable-like Markov chains
The law of large numbers in a metric space with a convex combination operation
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Recurrence and transience criteria for two cases of stable-like Markov chains
Approximation of Lévy-Feller diffusion by random walk
Nonparametric inference for discretely sampled Lévy processes
Central limit theorem for a class of one-dimensional kinetic equations
Asymptotics for exponential Lévy processes and their volatility smile: survey and new results
Some probability densities and fundamental solutions of fractional evolution equations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3717907)