Pages that link to "Item:Q4109171"

The following pages link to A Method for Simulating Stable Random Variables (Q4109171):

Displaying 50 items.

• On simulation of tempered stable random variates (Q61358) (← links)
• An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218) (← links)
• Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach (Q91059) (← links)
• Multivariate elliptically contoured stable distributions: theory and estimation (Q105039) (← links)
• On simulation and properties of the stable law (Q257653) (← links)
• Discussion of `On simulation and properties of the stable law' by Devroye and James (Q257657) (← links)
• Object-oriented programming, functional programming and \texttt{R} (Q257678) (← links)
• Estimation of the parameters of fractional-stable laws by the method of minimum distance (Q267631) (← links)
• A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation (Q281431) (← links)
• A measure of dependence for stable distributions (Q291410) (← links)
• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
• Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
• Parameterizations and modes of stable distributions (Q449933) (← links)
• Average sample number function for Pareto heavy tailed distributions (Q469896) (← links)
• False discovery rate control under Archimedean copula (Q470503) (← links)
• Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
• Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions (Q491385) (← links)
• Densities of scaling limits of coupled continuous time random walks (Q501526) (← links)
• Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
• The method of simulated quantiles (Q528141) (← links)
• Estimation of stable distributions by indirect inference (Q530608) (← links)
• A geometric theory for Lévy distributions (Q530814) (← links)
• On the numerical solution of space-time fractional diffusion models (Q536656) (← links)
• Estimating the codifference function of linear time series models with infinite variance (Q537535) (← links)
• Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
• Random-order fractional differential equation models (Q612639) (← links)
• On linear models with long memory and heavy-tailed errors (Q618159) (← links)
• Truncated stable random variables characterization and simulation (Q626265) (← links)
• Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation (Q654840) (← links)
• Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (Q671079) (← links)
• On two approaches to approximation of multidimensional stable laws (Q697476) (← links)
• Fractional motions (Q740796) (← links)
• Data driven rank test for the change point problem (Q745504) (← links)
• An introduction to survival models: in honor of Ross Prentice (Q746481) (← links)
• Tempered stable Lévy motion and transient super-diffusion (Q847223) (← links)
• Wavelet-based estimation for univariate stable laws (Q870496) (← links)
• A comparative study of tests for paired lifetime data (Q878296) (← links)
• Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
• On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
• On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
• On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
• Application of the fractional-stable distributions for approximation of the gene expression profiles (Q906220) (← links)
• A note on Linnik's distribution (Q912465) (← links)
• Scaling the fractional advective-dispersive equation for numerical evaluation of microbial dynamics in confined geometries with sticky boundaries (Q933329) (← links)
• Relative mortality for correlated lifetime data (Q956890) (← links)
• Strong convergence rate of estimators of change point and its application (Q961223) (← links)
• A heavy-tailed empirical Bayes method for replicated microarray data (Q961303) (← links)
• Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
• Indirect estimation of elliptical stable distributions (Q961425) (← links)
• Detecting positive quadrant dependence and positive function dependence (Q977155) (← links)