scientific article; zbMATH DE number 1221798

No author found.

Publication date: 11 November 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of articles of miscellaneous specific interest (00B15) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items

Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics, A family of nonparametric unit root tests for processes driven by infinite variance innovations, Gene–environment interaction identification via penalized robust divergence, Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models, Strong invariance principles for ergodic Markov processes, Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type, Improved algorithms for rare event simulation with heavy tails, SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM, Tails of Stopped Random Products: The Factoid and Some Relatives, Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard, Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard, Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard, Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard, Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard, Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian, Local Lipschitz continuity of the inverse of the fractional \(p\)-Laplacian, Hölder type continuity and continuous dependence of solutions to associated parabolic equations on bounded domains, Robust linear regression with broad distributions of errors, Exact extreme value, product, and ratio distributions under non-standard assumptions, Estimation of the parameters of multivariate stable distributions, Fourier-type estimation of the power GARCH model with stable-Paretian innovations, A unified approach to self-normalized block sampling, Detecting conditional independence for modeling non-Gaussian time series, Heavy tailed durations of regional rainfall., Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities, Fractional absolute moments of heavy tailed distributions, Spherically Invariant Random Processes: Theory and Applications, The Statistical Signature of Pervasive Competition on Wage and Salary Incomes, Empirical Testing Of The Infinite Source Poisson Data Traffic Model, Generalized Cauchy model of sea level fluctuations with long-range dependence, Regular variation and probability: The early years, State-independent Importance Sampling for Random Walks with Regularly Varying Increments, Recent advances of stretched Gaussian distribution underlying Hausdorff fractal distance and its applications in fitting stretched Gaussian noise, Multi‐variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations, Extremal behavior of stochastic integrals driven by regularly varying Lévy processes, Likelihood-free Bayesian inference for \(\alpha\)-stable models, Heavy-tailed prediction error: a difficulty in predicting biomedical signals of \(1/f\) noise type, Nonlinear time series: computations and applications, Bayesian inference for double Pareto lognormal queues, Stochastic integration for tempered fractional Brownian motion, Experimental test of the ``special state theory of quantum measurement, A class of negatively fractal dimensional Gaussian random functions, Long memory from Sauerbrey equation: a case in coated quartz crystal microbalance in terms of ammonia, Empirical processes for infinite variance autoregressive models, Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support, Weak convergence of the function-indexed integrated periodogram for infinite variance processes, Markov dependence in renewal equations and random sums with heavy tails, Variational Bayes with synthetic likelihood, Unnamed Item, What really causes large price changes?, On \(1/f\) noise, Estimating the historical and future probabilities of large terrorist events, Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard, Rejoinder of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard, Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis., Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies, Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation, On the nonlinear modeling of shot noise, A comparison between several adjustment models to simulated teletraffic data, Stochastic flow cascades, Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails, Efficient rare-event simulation for the maximum of heavy-tailed random walks, Modeling anomalous diffusion by a subordinated fractional Lévy-stable process, Resonant activation in 2D and 3D systems driven by multi-variate Lévy noise, Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations, Escape from bounded domains driven by multivariateα-stable noises, UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS, Efficient simulation of finite horizon problems in queueing and insurance risk, A Generator of Heavy-Tailed Search Trees, Solving Constraint-Satisfaction Problems with Distributed Neocortical-Like Neuronal Networks, Continuous-time QBD processes with continuous phase variable, Computing moments of ratios of quadratic forms in normal variables, Asymptotics of sums of lognormal random variables with Gaussian copula, Gaussian copula of stable random vectors and application, Distance-based routing strategy for traffic transport in spatial networks, Small sample performance of quantile regression confidence intervals, A test procedure for detecting super-heavy tails, Linear and nonlinear regression with stable errors, Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration, TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS, A Portmanteau Test for ARMA Processes with Infinite Variance, Convergence of superpositions of scaled renewal processes with a finite number of different distributions, The fractional relative capacity and the fractional Laplacian with Neumann and Robin boundary conditions on open sets, On the predictability of long-range dependent series, Maxima of Sums of Heavy-Tailed Random Variables, Asymptotics of discounted aggregate claims for renewal risk model with risky investment, On the non-existence of conditional value-at-risk under heavy tails and short sales, Stochastic modeling in nanoscale biophysics: subdiffusion within proteins, A Repeated Significance Test for Distributions with Heavy Tails, Approximating the moments of marginals of high-dimensional distributions, Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses?, Anomalous is ubiquitous, State-dependent importance sampling for regularly varying random walks, Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application, Wavelet-vaguelette decomposition of spatiotemporal random fields, Fractional motions, A generative power-law search tree model, Statistical signal extraction using stable processes, Subsampling tests for the mean change point with heavy-tailed innovations, Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations, Some truncated distributions, Bias-adjusted estimation in the ARX(1) model, Five degrees of randomness, On the estimation of the heavy-tail exponent in time series using the max-spectrum, General Exact Solution to the Problem of the Probability Density for Sums of Random Variables, Simulation techniques for generalized Gaussian densities, Extracting governing laws from sample path data of non-Gaussian stochastic dynamical systems, Modeling right-skewed heavy-tail right-censored survival data with application to HIV viral load, Minimax risk bounds in extreme value theory, Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence, Safety-first analysis and stable Paretian approach to portfolio choice theory, Testing the stable Paretian assumption, The first non-zero Neumann \(p\)-fractional eigenvalue, On Lévy-Fréchet processes and related self-similar and semi-self-similar ones, Estimating long-range dependence: Finite sample properties and confidence intervals