The following pages link to (Q4247109):
Displaying 23 items.
- Multivariate elliptically contoured stable distributions: theory and estimation (Q105039) (← links)
- On fractal nature of groundwater level fluctuations due to rainfall process (Q508897) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Wavelet-based estimation for univariate stable laws (Q870496) (← links)
- A heavy-tailed empirical Bayes method for replicated microarray data (Q961303) (← links)
- Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws (Q2157427) (← links)
- Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
- Estimating the parameters of an \({\alpha}\)-stable distribution using the existence of moments of order statistics (Q2453924) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws (Q5129830) (← links)
- Gaussian copula of stable random vectors and application (Q5160582) (← links)
- Parameter Estimation of Stable Distributions (Q5201486) (← links)
- Wavelet-based estimation for multivariate stable laws (Q5220811) (← links)
- Empirical cumulant function based parameter estimation in stable laws (Q5224271) (← links)
- Applying Least Absolute Deviation Regression to Regression-type Estimation of the Index of a Stable Distribution Using the Characteristic Function (Q5860248) (← links)
- Taming impulsive high-frequency data using optimal sampling periods (Q6491682) (← links)
