The following pages link to (Q4301585):
Displayed 50 items.
- Multivariate elliptically contoured stable distributions: theory and estimation (Q105039) (← links)
- Analytic expressions for predictive distributions in mixture autoregressive models (Q109791) (← links)
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- Benoît Mandelbrot and fractional Brownian motion (Q254347) (← links)
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- On simulation and properties of the stable law (Q257653) (← links)
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- Boundary regularity for the fractional heat equation (Q259744) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Regularity theory for general stable operators (Q266400) (← links)
- Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200) (← 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)
- A measure of dependence for stable distributions (Q291410) (← links)
- Fractional absolute moments of heavy tailed distributions (Q292942) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises (Q300145) (← links)
- Ergodic property of stable-like Markov chains (Q300281) (← links)
- Tempered fractional stable motion (Q300298) (← links)
- Study of on-line measurement of traffic self-similarity (Q300954) (← links)
- Asymptotic behavior of the solution of the fractional heat equation (Q310626) (← links)
- Large jumps of \(q\)-Ornstein-Uhlenbeck processes (Q312098) (← links)
- Boundary regularity for fully nonlinear integro-differential equations (Q320242) (← links)
- Testing self-similarity through Lamperti transformations (Q321448) (← links)
- The first passage time problem over a moving boundary for asymptotically stable Lévy processes (Q325889) (← links)
- Some remarks on definitions of memory for stationary random processes and fields (Q327184) (← links)
- On a modelled rough heat equation (Q328775) (← links)
- Synchronization of delayed neural networks with Lévy noise and Markovian switching via sampled data (Q328939) (← links)
- A framework for analyzing the robustness of movement models to variable step discretization (Q329358) (← links)
- Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation (Q331295) (← links)
- A new topological indicator for chaos in mechanical systems (Q332729) (← links)
- Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
- Moment convergence of first-passage times in renewal theory (Q334018) (← links)
- Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
- Tempered Hermite process (Q340791) (← links)
- Approximations for a solution to stochastic heat equation with stable noise (Q340824) (← links)
- Heat equation with general stochastic measure colored in time (Q341085) (← links)
- Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
- Stochastic wave equation in a plane driven by spatial stable noise (Q343048) (← links)
- On the Besov regularity of periodic Lévy noises (Q347509) (← links)
- Tempered fractional calculus (Q349902) (← links)
- Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
- Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes (Q359684) (← links)
- Weak quenched limiting distributions for transient one-dimensional random walk in a random environment (Q372562) (← links)
- Limit theorems of continuous-time random walks with tails (Q373430) (← links)
- Convergence in law to operator fractional Brownian motions (Q376266) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- Parameter estimation for operator scaling random fields (Q391927) (← links)