Pages that link to "Item:Q4109171"
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The following pages link to A Method for Simulating Stable Random Variables (Q4109171):
Displaying 50 items.
- Particle swarm optimization performance for fitting of Lévy noise data (Q2157985) (← links)
- Subdiffusion and ergodicity breaking in heterogeneous environments subject to Lévy noise (Q2158001) (← links)
- Recent advances of stretched Gaussian distribution underlying Hausdorff fractal distance and its applications in fitting stretched Gaussian noise (Q2164836) (← links)
- Lévy noise effects on Josephson junctions (Q2169391) (← links)
- Law of the first passage triple of a spectrally positive strictly stable process (Q2181613) (← links)
- Flexible multivariate Hill estimators (Q2190231) (← links)
- Robust nonparametric regression for heavy-tailed data (Q2209868) (← links)
- Linear dimension reduction approximately preserving a function of the $1$-norm (Q2219215) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
- A characterization for truncated Cauchy random variables with nonzero skewness parameter (Q2255915) (← links)
- Inference for vast dimensional elliptical distributions (Q2259103) (← links)
- On simulating truncated stable random variables (Q2259228) (← links)
- Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? (Q2276234) (← links)
- Coarse-scale particle tracking approaches for contaminant transport in fractured rock (Q2284462) (← links)
- Modulating bifurcations in a self-sustained birhythmic system by \(\alpha\)-stable Lévy noise and time delay (Q2296835) (← links)
- Inverse stable prior for exponential models (Q2322047) (← links)
- Rejection sampling for tempered Lévy processes (Q2329781) (← links)
- Random numbers from the tails of probability distributions using the transformation method (Q2347310) (← links)
- The space-fractional diffusion-advection equation: analytical solutions and critical assessment of numerical solutions (Q2347401) (← links)
- The phase transition in a bistable Duffing system driven by Lévy noise (Q2355680) (← links)
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
- Estimation of the characteristic exponent of stable laws (Q2401244) (← links)
- Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
- The influence of power law distributions on long-range trial dependency of response times (Q2437275) (← links)
- Random weighting estimation of stable exponent (Q2450853) (← links)
- Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
- Monte Carlo option pricing for tempered stable (CGMY) processes (Q2461281) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Fourier series approximation of linear fractional stable motion (Q2483006) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- A simulation study of some nonparametric regression estimators (Q2563654) (← links)
- Anomalous pulsation (Q2583186) (← links)
- Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis (Q2692944) (← links)
- Mixture regression models for closed population capture-recapture data (Q2803493) (← links)
- Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032) (← links)
- A Positive Stable Frailty Model for Clustered Failure Time Data with Covariate-Dependent Frailty (Q3008851) (← links)
- Proportional Hazards Regression for the Analysis of Clustered Survival Data from Case-Cohort Studies (Q3008852) (← links)
- A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS (Q3028146) (← links)
- Approximation of aggregate and extremal losses within the very heavy tails framework (Q3064016) (← links)
- Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135) (← links)
- Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation (Q3155293) (← links)
- Comparison of Semiparametric Regression Models for Correlated Survival Data Using Simulations (Q3155373) (← links)
- On Exact Sampling of Nonnegative Infinitely Divisible Random Variables (Q3167341) (← links)
- On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428) (← links)
- Complexity Questions in Non-Uniform Random Variate Generation (Q3298440) (← links)
- Space-fractional Fokker–Planck equation and optimization of random search processes in the presence of an external bias (Q3301818) (← links)
- Escape from bounded domains driven by multivariate<i>α</i>-stable noises (Q3302308) (← links)
- Escape from a disk with partly absorbing boundaries driven by bi-variate<i>α</i>-stable noises (Q3302670) (← links)
