Parameterizations and modes of stable distributions
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Publication:449933
DOI10.1016/S0167-7152(98)00010-8zbMATH Open1246.60028OpenAlexW2082301243WikidataQ57452142 ScholiaQ57452142MaRDI QIDQ449933FDOQ449933
Authors: John P. Nolan 
Publication date: 2 September 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00010-8
Recommendations
Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)
Cites Work
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- Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
- Tables and graphs of the stable probability density functions
- On the Parametrization of the Afocal Stable Distributions
- On the bell-shape of stable densities
Cited In (38)
- Some pathological regression asymptotics under stable conditions
- Multivariate stable densities as functions of one dimensional projections
- A new look at the inverse Gaussian distribution with applications to insurance and economic data
- Asymmetric non-Gaussian effects in a tumor growth model with immunization
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions
- Classification rules for stable distributions
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
- Asymptotics of maximum likelihood estimation for stable law with continuous parameterization
- The use of non-normal distributions in quantifying qualitative survey data on expectations.
- Anomalous diffusion with ballistic scaling: a new fractional derivative
- Gini estimation under infinite variance
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models
- Forecasting multidimensional autoregressive time series model with symmetric \(\alpha\)-stable noise using artificial neural networks
- Title not available (Why is that?)
- Title not available (Why is that?)
- LINEAR FRACTAL INTERPOLATION FUNCTION FOR DATA SET WITH RANDOM NOISE
- On simulating truncated stable random variables
- Modeling of Synchronized Bursting Events: The Importance of Inhomogeneity
- DISTRIBUTION OF LINEAR FRACTAL INTERPOLATION FUNCTION FOR RANDOM DATASET WITH STABLE NOISE
- Distribution of noise in linear recurrent fractal interpolation functions for data sets with \(\alpha\)-stable noise
- Integral representations of one-dimensional projections for multivariate stable densities
- Bayesian Inference for Stable Distributions
- Estimation of the parameters of multivariate stable distributions
- Estimation of stable spectral measures
- Title not available (Why is that?)
- Inference based on adaptive grid selection of probability transforms
- Parameter Estimation of Stable Distributions
- Conformal accelerations method and efficient evaluation of stable distributions
- Temporal aggregation of equity return time-series models
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
- Title not available (Why is that?)
- Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives
- Title not available (Why is that?)
- Applications of a General Stable Law Regression Model
- A Bayesian approach for estimating the parameters of an α-stable distribution
- The wrapped stable family of distributions as a flexible model for circular data
- Linear and nonlinear regression with stable errors
Uses Software
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