The following pages link to (Q4301585):
Displaying 50 items.
- The periodogram at the Fourier frequencies (Q1411876) (← links)
- Weak convergence of multivariate fractional processes (Q1411878) (← links)
- Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion (Q1411883) (← links)
- On the chirp decomposition of Weierstrass-Mandelbrot functions, and their time-frequency interpretation. (Q1413114) (← links)
- Asymptotic results for long memory LARCH sequences (Q1413685) (← links)
- Stochastic energy-cascade model for \((1+1)\)-dimensional fully developed turbulence (Q1418029) (← links)
- Numerical methods for the solution of partial differential equations of fractional order. (Q1418661) (← links)
- Can continuous-time stationary stable processes have discrete linear representations? (Q1423134) (← links)
- Moments of the cash value of future payment streams arising from life insurance contracts. (Q1423338) (← links)
- Asymptotic properties of stable densities and the asymmetric large deviation problems. (Q1424458) (← links)
- Multiscale estimation of processes related to the fractional Black-Scholes equation (Q1424648) (← links)
- Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis. (Q1426342) (← links)
- Limit theorem for a differential equation with a long-range random coefficient (Q1426571) (← links)
- Convergence in variation of the laws of multiple stable integrals. (Q1426590) (← links)
- Computer simulation of geometric stable distributions (Q1567360) (← links)
- Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities (Q1568294) (← links)
- On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages (Q1568300) (← links)
- How misleading can sample ACFs of stable MAs be? (Very!) (Q1578593) (← links)
- On excursion sets, tube formulas and maxima of random fields. (Q1578619) (← links)
- First passage time distribution for anomalous diffusion (Q1579384) (← links)
- Extremes of totally skewed \(\alpha \)-stable processes (Q1593595) (← links)
- CED model for asset returns and fractal market hypothesis (Q1596866) (← links)
- Multivariate geometric stable distributions in financial applications. (Q1596867) (← links)
- Option pricing for a logstable asset price model (Q1596871) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
- Geometric stable laws: Estimation and applications (Q1596880) (← links)
- Absolute continuity of joint laws of multiple stable integrals (Q1598476) (← links)
- Tsallis statistics and gradually truncated Lévy flight - distribution of an economical index (Q1599007) (← links)
- Bayesian inference for multivariate survival data with a cure fraction (Q1599073) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Asymmetric Laplace laws and modeling financial data (Q1600523) (← links)
- Fractional moment estimation of Linnik and Mittag-Leffler parameters (Q1600524) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- Classification rules for stable distributions (Q1600527) (← links)
- Estimation of stable spectral measures (Q1600530) (← links)
- The distribution of test statistics for outlier detection in heavy-tailed samples (Q1600537) (← links)
- Margrabe's option to exchange in a Paretian-stable subordinated market. (Q1600539) (← links)
- The GARCH-stable option pricing model (Q1600540) (← links)
- On Lévy-Fréchet processes and related self-similar and semi-self-similar ones (Q1610464) (← links)
- Wave propagation in media with singular memory (Q1611968) (← links)
- Variations of Fréchet measures of \(p\)-stable motions (Q1613010) (← links)
- Conditional maximal distributions of processes related to higher-order heat-type equations (Q1613589) (← links)
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
- Innovations algorithm for periodically stationary time series (Q1613633) (← links)
- Non-Gaussian scenarios for the heat equation with singular initial conditions (Q1613656) (← links)
- Stationary and self-similar processes driven by Lévy processes (Q1613667) (← links)
- An approximation result for a class of stochastic heat equations with colored noise (Q1617146) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Option pricing beyond Black-Scholes based on double-fractional diffusion (Q1619260) (← links)
