Univariate stable distributions. Models for heavy tailed data
estimationgeneralized central limit theoremheavy tailed dataregressionsignal processingstable distributionunivariate distribution
Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Statistical tables (62Q05)
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- Natural measures and statistical properties of non-statistical maps with multiple neutral fixed points
- Modelling heavy tails and asymmetry using ARCH-type models with stable Paretian distri\-bu\-tions
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