STABLE
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Software:17000
swMATH4843MaRDI QIDQ17000FDOQ17000
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Cited In (only showing first 100 items - show all)
- Title not available (Why is that?)
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
- On simulation and properties of the stable law
- Multivariate stable densities as functions of one dimensional projections
- Title not available (Why is that?)
- Why do we need probability distributions with fat tails to describe the surface strain evolution in reinforced concrete flexural members?
- A technique for computing the PDFs and CDFs of nonnegative infinitely divisible random variables
- Estimating the codifference function of linear time series models with infinite variance
- 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
- A contemporary review and bibliography of infinitely divisible distributions and processes
- ICA by Maximizing Non-stability
- Anomalous diffusion with ballistic scaling: a new fractional derivative
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
- 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
- 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
- Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case
- Portfolio selection with stable distributed returns
- Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise
- Cauchy noise removal by nonconvex ADMM with convergence guarantees
- Robust option pricing
- Modelling operational risk using Bayesian inference.
- Cauchy noise removal by weighted nuclear norm minimization
- Wavelet-based estimation for univariate stable laws
- Parameterizations and modes of stable distributions
- Models for dependent extremes using stable mixtures
- A framework for analyzing the robustness of movement models to variable step discretization
- Testing the stable Paretian assumption
- \(U\)-statistic for multivariate stable distributions
- Average sample number function for Pareto heavy tailed distributions
- Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
- 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
- Joint estimation for SDE driven by locally stable Lévy processes
- Optimal portfolios with end-of-period target
- Bayesian analysis of multivariate stable distributions using one-dimensional projections
- Variational Approach for Restoring Blurred Images with Cauchy Noise
- A heavy-tailed empirical Bayes method for replicated microarray data
- Integral representations of one-dimensional projections for multivariate stable densities
- Random numbers from the tails of probability distributions using the transformation method
- Rank-based testing in linear models with stable errors
- Fractional reproduction-dispersal equations and heavy tail dispersal kernels
- Numerical calculation of stable densities and distribution functions
- Estimation of the parameters of multivariate stable distributions
- Estimation of stable spectral measures
- \(N\)-dimensional fractional Fokker-Planck equation and its solutions for anomalous radial two-phase flow in porous media
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process
- Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations
- Modeling chinese stock returns with stable distribution
- Conformal accelerations method and efficient evaluation of stable distributions
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables
- Estimation for multivariate stable distributions with generalized empirical likelihood
- Filtering and estimation for a class of stochastic volatility models with intractable likelihoods
- Title not available (Why is that?)
- LIMIT DISTRIBUTIONS OF SOME STEREOLOGICAL ESTIMATORS IN WICKSELL'S CORPUSCLE PROBLEM
- Fisher's Information for Discretely Sampled Lvy Processes
- Robust Queueing Theory
- EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION
- Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics
- Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives
- Space–Time Duality for Fractional Diffusion
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection
- Applications of inverse tempered stable subordinators
- Diagnostic tests for non-causal time series with infinite variance
- Sainte-Laguë’s chi-square divergence for the rounding of probabilities and its convergence to a stable law
- First-passage properties of asymmetric Lévy flights
- Volatility estimators for discretely sampled Lévy processes
- Model identification for infinite variance autoregressive processes
- Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions
- Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions
- The influence of power law distributions on long-range trial dependency of response times
- Stable Laws and the Present Value of Fixed Cash Flows
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions
- 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.
- On tails of symmetric and totally asymmetric alpha-stable distributions
- Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws
- 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
- Title not available (Why is that?)
- Best unbiased prediction of order statistics in stable distributions
- Applications of the characteristic function-based continuum GMM in finance
- An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution
- Estimating stable latent factor models by indirect inference
- zTest for the significance of the mean of a stable probability distribution with 1<α≤2
- A statistical analysis of probabilistic counting algorithms
- A robustness evaluation of Bayesian tests for longitudinal data
- Estimation of the characteristic exponent of stable laws
- Data analysis for heavy tailed multivariate samples
- Title not available (Why is that?)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
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