Pages that link to "Item:Q1965940"

The following pages link to A method for simulating stable random vectors (Q1965940):

Displaying 11 items.

• Dense classes of multivariate extreme value distributions (Q391525) (← links)
• On two approaches to approximation of multidimensional stable laws (Q697476) (← links)
• Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme (Q699431) (← links)
• On continuity of the Pearson statistic and sample quantiles (Q853832) (← links)
• Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
• Indirect estimation of elliptical stable distributions (Q961425) (← links)
• Homogenization of non-symmetric jump processes (Q6119927) (← links)
• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
• Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function (Q6172158) (← links)
• Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities (Q6190646) (← links)