The following pages link to (Q4217357):
Displaying 50 items.
- Local Lipschitz continuity of the inverse of the fractional \(p\)-Laplacian, Hölder type continuity and continuous dependence of solutions to associated parabolic equations on bounded domains (Q265560) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities (Q292869) (← links)
- Fractional absolute moments of heavy tailed distributions (Q292942) (← links)
- Stochastic integration for tempered fractional Brownian motion (Q402481) (← links)
- Experimental test of the ``special state'' theory of quantum measurement (Q406048) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support (Q413995) (← links)
- Linear and nonlinear regression with stable errors (Q528134) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
- Nonlinear time series: computations and applications (Q613795) (← links)
- Bayesian inference for double Pareto lognormal queues (Q614174) (← links)
- A class of negatively fractal dimensional Gaussian random functions (Q624745) (← links)
- Long memory from Sauerbrey equation: a case in coated quartz crystal microbalance in terms of ammonia (Q624753) (← links)
- Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
- Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation (Q654840) (← links)
- Stochastic flow cascades (Q664572) (← links)
- Approximating the moments of marginals of high-dimensional distributions (Q717891) (← links)
- Anomalous is ubiquitous (Q719717) (← links)
- Fractional motions (Q740796) (← links)
- Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian (Q818811) (← links)
- Heavy tailed durations of regional rainfall. (Q834022) (← links)
- Regular variation and probability: The early years (Q859895) (← links)
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
- Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
- Computing moments of ratios of quadratic forms in normal variables (Q951871) (← links)
- Asymptotics of sums of lognormal random variables with Gaussian copula (Q952863) (← links)
- A test procedure for detecting super-heavy tails (Q958775) (← links)
- On the predictability of long-range dependent series (Q966347) (← links)
- Wavelet-vaguelette decomposition of spatiotemporal random fields (Q1001498) (← links)
- A generative power-law search tree model (Q1010292) (← links)
- Statistical signal extraction using stable processes (Q1012209) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- Some truncated distributions (Q1016555) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis. (Q1426342) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- Testing the stable Paretian assumption (Q1600528) (← links)
- On Lévy-Fréchet processes and related self-similar and semi-self-similar ones (Q1610464) (← links)
- Estimating long-range dependence: Finite sample properties and confidence intervals (Q1611161) (← links)
- Robust linear regression with broad distributions of errors (Q1618579) (← links)
- Exact extreme value, product, and ratio distributions under non-standard assumptions (Q1621951) (← links)
- Variational Bayes with synthetic likelihood (Q1704030) (← links)
- Minimax risk bounds in extreme value theory (Q1848862) (← links)
- Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
- Heavy-tailed prediction error: a difficulty in predicting biomedical signals of \(1/f\) noise type (Q1929535) (← links)
- On \(1/f\) noise (Q1955060) (← links)
