Pages that link to "Item:Q5600564"
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The following pages link to The Pareto-Levy Law and the Distribution of Income (Q5600564):
Displaying 36 items.
- Exact and approximate expressions for the reliability of stable Lévy random variables with applications to stock market modelling (Q2357437) (← links)
- Validating and calibrating agent-based models: a case study (Q2461667) (← links)
- On a kinetic model for a simple market economy (Q2481421) (← links)
- On steady distributions of kinetic models of conservative economies (Q2482270) (← links)
- A formal derivation of Heaps' law (Q2485298) (← links)
- Strong, weak and false inverse power laws (Q2503969) (← links)
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
- A maximum relative entropy principle for distribution of personal inc.Ome with derivations of several known inc.Ome distributions (Q3135273) (← links)
- A generalized statistical model for the size distribution of wealth (Q3301310) (← links)
- LÉVY-STABLE PRODUCTIVITY SHOCKS (Q3506465) (← links)
- MULTIFRACTAL CHARACTERIZATION OF SPATIAL INCOME CURDLING: THEORY AND APPLICATIONS (Q3618894) (← links)
- THE WEALTH DISTRIBUTION MODEL WITH THE KICKBACK RATE (Q3631065) (← links)
- Structural probability bounds for the strong Pareto law (Q3943830) (← links)
- An Estimator of the Exponent of Regular Variation Based on K-Record Values (Q4228051) (← links)
- Statistical choice of extreme value domains of attraction — a comparative analysis (Q4337157) (← links)
- Modeling growth stocks via birth-death processes (Q4467504) (← links)
- ON THE COMMON SCALE PARAMETER OF SEVERAL PARETO POPULATIONS IN CENSORED SAMPLES (Q4540600) (← links)
- Unraveling chaotic attractors by complex networks and measurements of stock market complexity (Q4591579) (← links)
- Modeling of Herding and Wealth Distribution in Large Markets (Q4626489) (← links)
- Estimation of the maximal moment exponent with censored data (Q4787647) (← links)
- Estimation of the pareto shape parameter (Q4787652) (← links)
- Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle (Q4832047) (← links)
- On a Minimum Distance Procedure for Threshold Selection in Tail Analysis (Q5027018) (← links)
- Turing Pattern Dynamics in an SI Epidemic Model with Superdiffusion (Q5040461) (← links)
- Classification of stochastic processes by convolutional neural networks (Q5053937) (← links)
- A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by<i>α</i>-stable white noise (Q5076944) (← links)
- Income modeling with the Weibull mixtures (Q5079922) (← links)
- Detection of changes in a random financial sequence with a stable distribution (Q5123599) (← links)
- Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system (Q5129105) (← links)
- Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
- The Distribution of Sums of Certain I.I.D. Pareto Variates (Q5201499) (← links)
- On Solvability of one Class of Nonlinear Integral-differential Equation with Hammerstein Non-compact Operator Arising in a Theory of Income Distribution (Q5852937) (← links)
- Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States (Q5947882) (← links)
- Sociophysics of income distributions modeled by deformed fermi-dirac distributions (Q6157184) (← links)
- A stochastic model of discussion (Q6622844) (← links)
- Fractional holographic dark energy (Q6641184) (← links)
