The following pages link to John P. Nolan (Q291409):
Displaying 49 items.
- Multivariate elliptically contoured stable distributions: theory and estimation (Q105039) (← links)
- An R package for modeling and simulating generalized spherical and related distributions (Q131517) (← links)
- A measure of dependence for stable distributions (Q291410) (← links)
- (Q347270) (redirect page) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- (Q449932) (redirect page) (← links)
- Parameterizations and modes of stable distributions (Q449933) (← links)
- (Q528132) (redirect page) (← links)
- Linear and nonlinear regression with stable errors (Q528134) (← links)
- (Q580643) (redirect page) (← links)
- Equivalent norms on analytic subspaces of \(L^ p\) (Q580645) (← links)
- Approximation of multidimensional stable densities (Q689318) (← links)
- (Q699424) (redirect page) (← links)
- An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization (Q699425) (← links)
- On the oscillation of infinitely divisible and some other processes (Q921711) (← links)
- Local nondeterminism and local times for stable processes (Q1112461) (← links)
- Path properties of index-\(\beta\) stable fields (Q1120898) (← links)
- Continuity of symmetric stable processes (Q1122216) (← links)
- Correction to: Path properties of index-\(\beta\) stable fields (Q1201191) (← links)
- Multivariate stable densities as functions of one dimensional projections (Q1272746) (← links)
- Estimation of stable spectral measures (Q1600530) (← links)
- Truncated fractional moments of stable laws (Q1640972) (← links)
- Erlang renewal models for genetic recombination (Q1690071) (← links)
- A method for simulating stable random vectors (Q1965940) (← links)
- Tail behavior, modes and other characteristics of stable distribution (Q1979090) (← links)
- Stable distributions and Green's functions for fractional diffusions (Q2328594) (← links)
- Infinite divisibility of skew Gaussian and Laplace laws (Q2483436) (← links)
- (Q2738737) (← links)
- Metrics for multivariate stable distributions (Q3083388) (← links)
- R as a Tool in Computational Finance (Q3112483) (← links)
- (Q3210622) (← links)
- Models for dependent extremes using stable mixtures (Q3552949) (← links)
- (Q4247120) (← links)
- (Q4247121) (← links)
- Data analysis for heavy tailed multivariate samples (Q4371851) (← links)
- Numerical calculation of stable densities and distribution functions (Q4371854) (← links)
- Fast and Accurate Computation of the Myriad Filter via Branch-and-Bound Search (Q4568995) (← links)
- Compressive Sensing Using Symmetric Alpha-Stable Distributions for Robust Sparse Signal Reconstruction (Q4628238) (← links)
- (Q4832216) (← links)
- Calculation of multidimensional stable densities (Q4859856) (← links)
- Univariate Stable Distributions (Q5119155) (← links)
- Computation of Riesz \(\boldsymbol{\alpha }\)-Capacity \(\boldsymbol{\textrm{C}}_{\boldsymbol{\alpha}}\) of General Sets in \(\boldsymbol{\mathbb{R}}^{\boldsymbol{d}}\) Using Stable Random Walks (Q6198773) (← links)
- Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data (Q6455963) (← links)
- Taming impulsive high-frequency data using optimal sampling periods (Q6491682) (← links)
- Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\) (Q6537394) (← links)
- A graphical diagnostic for heavy tailed data (Q6578170) (← links)
- Computational aspects of stable distributions (Q6602364) (← links)
- Modeling multivariate extremes (Q6604377) (← links)
- Financial modeling with heavy-tailed stable distributions (Q6604383) (← links)
