The following pages link to (Q3717907):
Displaying 50 items.
- The distribution of test statistics for outlier detection in heavy-tailed samples (Q1600537) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Some probability densities and fundamental solutions of fractional evolution equations (Q1610436) (← links)
- Option pricing beyond Black-Scholes based on double-fractional diffusion (Q1619260) (← links)
- Beyond lognormal inequality: the Lorenz flow structure (Q1619806) (← links)
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
- Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility (Q1623460) (← links)
- Stable windings at the origin (Q1630670) (← links)
- Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise (Q1635962) (← links)
- Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
- The argmin process of random walks, Brownian motion and Lévy processes (Q1663882) (← links)
- Generalised fractional evolution equations of Caputo type (Q1677770) (← links)
- Analytical properties of generalized Gaussian distributions (Q1720146) (← links)
- Poisson shot noise traffic model and approximation of significant functionals (Q1722488) (← links)
- Gradient and stability estimates of heat kernels for fractional powers of elliptic operator (Q1726703) (← links)
- On extremal indices greater than one for a scheme of series (Q1728114) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- The tempered discrete Linnik distribution (Q1742842) (← links)
- Decomposable branching processes with two types of particles (Q1744357) (← links)
- Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey (Q1745668) (← links)
- On densities of the product, quotient and power of independent subordinators (Q1746686) (← links)
- Anomalous diffusion with ballistic scaling: a new fractional derivative (Q1748171) (← links)
- Euclidean quotients of finite metric spaces (Q1763640) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- The Busemann-Petty problem for arbitrary measures (Q1772096) (← links)
- Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model (Q1781190) (← links)
- Codifference as a practical tool to measure interdependence (Q1783336) (← links)
- Stochastic classical solutions for space-time fractional evolution equations on a bounded domain (Q1799148) (← links)
- Logarithmic averages of stable random variables are asymptotically normal (Q1805790) (← links)
- Monte Carlo EM estimation for multivariate stable distributions (Q1808689) (← links)
- A new approach to complex-valued fractional Brownian motion via rotating white noise (Q1809569) (← links)
- On the rate of convergence of sums of extremes to a stable law (Q1824272) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
- Estimation problems for distributions with heavy tails (Q1883277) (← links)
- Higher order PDEs and symmetric stable processes (Q1885363) (← links)
- Finite sample distributions of self-normalized sums (Q1887224) (← links)
- Sample quantiles and additive statistics: Information, sufficiency, estimation (Q1918223) (← links)
- Gaussian measures on linear spaces (Q1920991) (← links)
- Infinite divisibility of random variables and their integer parts (Q1922251) (← links)
- Recent results in applications and processing of \(\alpha\)-stable-distributed time series (Q1925048) (← links)
- Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
- Banks' criterion and symmetric stable laws with index of stability between one-half and one (Q1935398) (← links)
- New properties and representations for members of the power-variance family. I (Q1936260) (← links)
- A class of continuous kernels and Cauchy type heavy tail distributions (Q1950743) (← links)
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
- Limit theorems for free Lévy processes (Q1994507) (← links)
- Generalized negative binomial distributions as mixed geometric laws and related limit theorems (Q2010119) (← links)
- A stable Langevin model with diffusive-reflective boundary conditions (Q2010478) (← links)
- Space-time duality for semi-fractional diffusions (Q2019741) (← links)
- Hardy's inequality and Green function on metric measure spaces (Q2022740) (← links)
