scientific article; zbMATH DE number 3947305

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

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

Cited in

(only showing first 100 items - show all)

Integral representations of one-dimensional projections for multivariate stable densities
Selection from a stable box
Some properties of extreme stable laws and related infinitely divisible random variables
Some explicit identities associated with positive self-similar Markov processes
Fractional diffusion equations and processes with randomly varying time
Probabilistic study of the speed of approach to equilibrium for an inelastic Kac model
Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach
The wrapped stable family of distributions as a flexible model for circular data
A low complexity robust detector in impulsive noise
On exact simulation algorithms for some distributions related to Jacobi theta functions
Uniform convergence of sums of order statistics to stable laws
Analytic expressions for predictive distributions in mixture autoregressive models
Local limit theorems for sums of independent random vectors
Extremes of totally skewed stable motion
Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation
Intersection bodies in \(\mathbb{R}^4\)
An application of the Fourier transform to sections of star bodies
The fractal nature of the asymptotic solution of an integral equation with stable (in Lévy's sense) kernel
Multivariate stable densities as functions of one dimensional projections
On the equivalence of the parallel channel and the correlated cluster relaxation models
Differentiable measures and the Malliavin calculus
On the existence of a nonzero mass density for a fractal set of independent pointlike masses with a power-type distribution
Asymptotic properties of conditional quantiles of the Cauchy distribution in Hilbert space
Simulation of random vectors from three-dimensional spherically symmetric stable distributions
A simple robust estimation method for the thickness of heavy tails
Approximation of Lévy-Feller diffusion by random walk
Monte Carlo inference in econometric models with symmetric stable disturbances
Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law
Geometric stable distributions in Banach spaces
A triptych of discrete distributions related to the stable law
Almost isometric operators: functional model, invariant subspaces, commutant
On characterization of multivariate stable distributions via random linear statistics
The exactly resolved nonlattice model of random media based on Markov walks with a stable law for jumps
Mathematical modeling of the distribution of galaxies in the universe
Explicit analytical expressions for the densities of stable laws
A rate of convergence in the Poissonian representation of stable distributions
Locally most powerful two-sample rank tests for Lévy distributions
On the extreme flights of one-sided Lévy processes
Local asymptotic normality for the scale parameter of stable processes.
Asymptotic properties of stable densities and the asymmetric large deviation problems.
Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis.
On the behavior of Tukey's depth and median under symmetric stable distributions.
Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics
Efficient posterior integration in stable paretian models
Local prelimit theorems and their applications to finance
Exact solutions of the problem of a one-dimensional random walk of a particle with finite free-motion speed
Numerical Bayesian inference with arbitrary prior
Maximum likelihood estimation of stable Paretian models.
Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
Fractional moment estimation of Linnik and Mittag-Leffler parameters
Classification rules for stable distributions
Estimation of stable spectral measures
The distribution of test statistics for outlier detection in heavy-tailed samples
Moving-maximum models for extrema of time series
Some probability densities and fundamental solutions of fractional evolution equations
Option pricing beyond Black-Scholes based on double-fractional diffusion
Beyond lognormal inequality: the Lorenz flow structure
Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models
Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility
Stable windings at the origin
Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
Efficient estimation of stable Lévy process with symmetric jumps
The argmin process of random walks, Brownian motion and Lévy processes
Generalised fractional evolution equations of Caputo type
Analytical properties of generalized Gaussian distributions
Poisson shot noise traffic model and approximation of significant functionals
Gradient and stability estimates of heat kernels for fractional powers of elliptic operator
On extremal indices greater than one for a scheme of series
Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process
The tempered discrete Linnik distribution
Decomposable branching processes with two types of particles
Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey
On densities of the product, quotient and power of independent subordinators
Anomalous diffusion with ballistic scaling: a new fractional derivative
Euclidean quotients of finite metric spaces
Ruin probabilities and overshoots for general Lévy insurance risk processes
The Busemann-Petty problem for arbitrary measures
Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model
Codifference as a practical tool to measure interdependence
Stochastic classical solutions for space-time fractional evolution equations on a bounded domain
Logarithmic averages of stable random variables are asymptotically normal
Monte Carlo EM estimation for multivariate stable distributions
A new approach to complex-valued fractional Brownian motion via rotating white noise
On the rate of convergence of sums of extremes to a stable law
Maximum likelihood estimators in regression models with infinite variance innovations
Estimation problems for distributions with heavy tails
Higher order PDEs and symmetric stable processes
Finite sample distributions of self-normalized sums
Sample quantiles and additive statistics: Information, sufficiency, estimation
Gaussian measures on linear spaces
Infinite divisibility of random variables and their integer parts
Recent results in applications and processing of -stable-distributed time series
Likelihood-free Bayesian inference for \(\alpha\)-stable models
Banks' criterion and symmetric stable laws with index of stability between one-half and one
New properties and representations for members of the power-variance family. I
A class of continuous kernels and Cauchy type heavy tail distributions
Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations
Limit theorems for free Lévy processes
Generalized negative binomial distributions as mixed geometric laws and related limit theorems
A stable Langevin model with diffusive-reflective boundary conditions

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)