STABLE
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(only showing first 100 items - show all)- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
- Measure of location-based estimators in simple linear regression
- On simulation and properties of the stable law
- First-passage properties of asymmetric Lévy flights
- scientific article; zbMATH DE number 5010400 (Why is no real title available?)
- Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions
- Multivariate stable densities as functions of one dimensional projections
- Why do we need probability distributions with fat tails to describe the surface strain evolution in reinforced concrete flexural members?
- The influence of power law distributions on long-range trial dependency of response times
- Estimating the codifference function of linear time series models with infinite variance
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions
- scientific article; zbMATH DE number 1301893 (Why is no real title available?)
- Propagation speed of the maximum of the fundamental solution to the fractional diffusion-wave equation
- Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
- Stable Laws and the Present Value of Fixed Cash Flows
- A technique for computing the PDFs and CDFs of nonnegative infinitely divisible random variables
- Margrabe's option to exchange in a Paretian-stable subordinated market.
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
- The use of non-normal distributions in quantifying qualitative survey data on expectations.
- A contemporary review and bibliography of infinitely divisible distributions and processes
- Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
- Anomalous diffusion with ballistic scaling: a new fractional derivative
- ICA by Maximizing Non-stability
- Tractable stochastic analysis in high dimensions via robust optimization
- Numerical solutions for fractional reaction-diffusion equations
- Testing for independence in heavy-tailed time series using the codifference function
- Fast parallel \(\alpha \)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs
- A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions
- Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation
- Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood
- A possible way of estimating options with stable distributed underlying asset prices
- Spectral estimation of the fractional order of a Lévy process
- Coarse graining, dynamic renormalization and the kinetic theory of shock clustering
- Portfolio selection with stable distributed returns
- Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case
- scientific article; zbMATH DE number 5010398 (Why is no real title available?)
- Cauchy noise removal by nonconvex ADMM with convergence guarantees
- Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise
- Best unbiased prediction of order statistics in stable distributions
- An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution
- Applications of the characteristic function-based continuum GMM in finance
- Estimating stable latent factor models by indirect inference
- Variational approach for restoring blurred images with Cauchy noise
- Robust option pricing
- Modelling operational risk using Bayesian inference.
- zTest for the significance of the mean of a stable probability distribution with 1<α≤2
- Wavelet-based estimation for univariate stable laws
- Cauchy noise removal by weighted nuclear norm minimization
- A statistical analysis of probabilistic counting algorithms
- Parameterizations and modes of stable distributions
- A robustness evaluation of Bayesian tests for longitudinal data
- Estimation of the characteristic exponent of stable laws
- Data analysis for heavy tailed multivariate samples
- Models for dependent extremes using stable mixtures
- scientific article; zbMATH DE number 1532383 (Why is no real title available?)
- stabledist
- FODE
- RMetrics
- longmemo
- LSD
- libstable
- mlrnd
- FracLab
- plfit
- Landau
- libstableR
- SYMSTB
- libkww
- RiskMetrics
- Robust queueing theory
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL
- A framework for analyzing the robustness of movement models to variable step discretization
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
- On tails of symmetric and totally asymmetric \(\alpha\)-stable distributions
- Testing the stable Paretian assumption
- Average sample number function for Pareto heavy tailed distributions
- \(U\)-statistic for multivariate stable distributions
- Privacy protection with heavy-tailed noise for linear dynamical systems
- Remarks on the stable \(S_{\alpha}(\beta, \gamma, \mu)\) distribution
- Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
- Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach
- Mutual fund performance evaluation using data envelopment analysis with new risk measures
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
- Banks' criterion and symmetric stable laws with index of stability between one-half and one
- Optimal portfolios with end-of-period target
- Bayesian analysis of multivariate stable distributions using one-dimensional projections
- Joint estimation for SDE driven by locally stable Lévy processes
- A heavy-tailed empirical Bayes method for replicated microarray data
- Stable modeling in energy risk management
- Integral representations of one-dimensional projections for multivariate stable densities
- Random numbers from the tails of probability distributions using the transformation method
- Fractional reproduction-dispersal equations and heavy tail dispersal kernels
- Estimation of stable spectral measures
- Numerical calculation of stable densities and distribution functions
- Estimation of the parameters of multivariate stable distributions
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process
- \(N\)-dimensional fractional Fokker-Planck equation and its solutions for anomalous radial two-phase flow in porous media
- Stable and generalized-\(t\) distributions and applications
- Modeling chinese stock returns with stable distribution
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