The following pages link to Marek Teuerle (Q1620031):
Displaying 14 items.
- Discrimination of particulate matter emission sources using stochastic methods (Q1620032) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- Asymptotic properties and numerical simulation of multidimensional Lévy walks (Q2513844) (← links)
- Multidimensional Lévy walk and its scaling limits (Q2920340) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- Parisian ruin probability - the De Vylder type approximation (Q5062353) (← links)
- Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898) (← links)
- Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
- De Vylder type approximation of the ruin probability for the insurer-reinsurer model (Q5135656) (← links)
- Fractional diffusion equation with distributed-order material derivative. Stochastic foundations (Q5269473) (← links)
- Fractional material derivative: pointwise representation and a finite volume numerical scheme (Q6523964) (← links)
- From Lévy walks to fractional material derivative: pointwise representation and a numerical scheme (Q6604235) (← links)
- Pricing of insurance-linked securities: a multi-peril approach (Q6617850) (← links)
