Parameter estimation and random number generation for student Lévy processes
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Publication:6561272
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Cites work
- scientific article; zbMATH DE number 1598665 (Why is no real title available?)
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- A review of recurrent neural networks: LSTM cells and network architectures
- Asymptotic Statistics
- Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data
- Fast unfolding of communities in large networks
- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
- Mixtures in nonstable Lévy processes
- Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process
- Nonparametric estimation for Lévy processes from low-frequency observations
- On the computer generation of random variables with a given characteristic function
- Simulation of Student-Lévy processes using series representations
- The estimation of parameters for stochastic differential equations using neural networks
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