Pages that link to "Item:Q4371854"
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The following pages link to Numerical calculation of stable densities and distribution functions (Q4371854):
Displaying 50 items.
- Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics (Q144909) (← links)
- On simulation and properties of the stable law (Q257653) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Robust option pricing (Q297417) (← links)
- Propagation speed of the maximum of the fundamental solution to the fractional diffusion-wave equation (Q316107) (← links)
- A framework for analyzing the robustness of movement models to variable step discretization (Q329358) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
- Why do we need probability distributions with fat tails to describe the surface strain evolution in reinforced concrete flexural members? (Q400120) (← links)
- A stable limit law for recurrence times of the simple random walk on the two-dimensional integer lattice (Q406619) (← links)
- Parameterizations and modes of stable distributions (Q449933) (← links)
- Average sample number function for Pareto heavy tailed distributions (Q469896) (← links)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions (Q528145) (← links)
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Applications of inverse tempered stable subordinators (Q666754) (← links)
- Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (Q671079) (← links)
- Tractable stochastic analysis in high dimensions via robust optimization (Q715242) (← links)
- Optimal portfolios with end-of-period target (Q764803) (← links)
- Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
- Wavelet-based estimation for univariate stable laws (Q870496) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Numerical solutions for fractional reaction-diffusion equations (Q945107) (← links)
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282) (← links)
- A heavy-tailed empirical Bayes method for replicated microarray data (Q961303) (← links)
- Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
- Volatility estimators for discretely sampled Lévy processes (Q997383) (← links)
- Integral representations of one-dimensional projections for multivariate stable densities (Q1000564) (← links)
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach (Q1019484) (← links)
- Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach (Q1019893) (← links)
- \(N\)-dimensional fractional Fokker-Planck equation and its solutions for anomalous radial two-phase flow in porous media (Q1029388) (← links)
- Multivariate stable densities as functions of one dimensional projections (Q1272746) (← links)
- Testing the stable Paretian assumption (Q1600528) (← links)
- Estimation of stable spectral measures (Q1600530) (← links)
- Margrabe's option to exchange in a Paretian-stable subordinated market. (Q1600539) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- The use of non-normal distributions in quantifying qualitative survey data on expectations. (Q1603871) (← links)
- Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation (Q1619512) (← links)
- Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
- An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution (Q1632660) (← links)
- \(U\)-statistic for multivariate stable distributions (Q1658072) (← links)
- A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482) (← links)
- Cauchy noise removal by nonconvex ADMM with convergence guarantees (Q1742663) (← links)
- Anomalous diffusion with ballistic scaling: a new fractional derivative (Q1748171) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658) (← links)
