The following pages link to (Q4301585):
Displaying 50 items.
- The wrapped stable family of distributions as a flexible model for circular data (Q1023477) (← links)
- Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration (Q1028269) (← links)
- Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530) (← links)
- Multifractional, multistable, and other processes with Prescribed local form (Q1028614) (← links)
- On weak generalized stability and \((c,d)\)-pseudostable random variables via functional equations (Q1028623) (← links)
- Best linear prediction for \(\alpha \)-stable random processes (Q1036740) (← links)
- Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities (Q1036783) (← links)
- Covariance function of vector self-similar processes (Q1038436) (← links)
- A selective view of stochastic inference and modeling problems in nanoscale biophysics (Q1042953) (← links)
- Symmetric jump processes and their heat kernel estimates (Q1042974) (← links)
- Uniform dimension results for Gaussian random fields (Q1042980) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Modelling with mixture of symmetric stable distributions using Gibbs sampling (Q1046641) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- On moments and tail behavior of \(\nu\)-stable random variables (Q1129434) (← links)
- A note on ergodic symmetric stable processes (Q1201900) (← links)
- Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion (Q1265972) (← links)
- Multivariate stable densities as functions of one dimensional projections (Q1272746) (← links)
- On the large increments of fractional Brownian motion (Q1273005) (← links)
- Weak limits for multivariate random sums (Q1275425) (← links)
- Local time for stable moving average processes: Hölder conditions (Q1275926) (← links)
- On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion (Q1275927) (← links)
- Econophysics: Scaling and its breakdown in finance (Q1285113) (← links)
- Hausdorff dimension of regular points in stochastic Burgers flows with Lévy \(\alpha\)-stable initial data (Q1285202) (← links)
- Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit root (Q1288939) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Tests for cointegration with infinite variance errors (Q1298440) (← links)
- Approximation of Lévy-Feller diffusion by random walk (Q1301246) (← links)
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
- Convergence of normalized quadratic forms (Q1304371) (← links)
- Change-point in the mean of dependent observations (Q1305227) (← links)
- Characteristic functions of random variables attracted to 1-stable laws (Q1307087) (← links)
- On extremal theory for self-similar processes (Q1307504) (← links)
- Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law (Q1307507) (← links)
- Geometric stable distributions in Banach spaces (Q1322912) (← links)
- New classes of self-similar symmetric stable random fields (Q1332400) (← links)
- Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
- Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes (Q1364398) (← links)
- Hierarchical models with scale mixtures of normal distributions (Q1367096) (← links)
- On stable processes of bounded variation (Q1380566) (← links)
- A rate of convergence in the Poissonian representation of stable distributions (Q1381647) (← links)
- Stable Lévy motion approximation in collective risk theory (Q1382123) (← links)
- Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion (Q1382226) (← links)
- Bounds for the accuracy of Poissonian approximations of stable laws (Q1382469) (← links)
- The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
- A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence (Q1394530) (← links)
- Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
- Semi-parametric multivariate modelling when the marginals are the same (Q1403420) (← links)
- Drift transforms and Green function estimates for discontinuous processes (Q1405094) (← links)
