Pages that link to "Item:Q4109171"

The following pages link to A Method for Simulating Stable Random Variables (Q4109171):

Displaying 50 items.

• Effects of Lévy noise on the dynamics of sine-Gordon solitons in long Josephson junctions (Q3302679) (← links)
• Lévy noise-driven escape from arctangent potential wells (Q3388144) (← links)
• Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models (Q3391261) (← links)
• A PASCAL program for simulating stable random variates (Q3471316) (← links)
• Indirect Estimation of α-Stable Distributions and Processes (Q3499435) (← links)
• Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
• Minimum-Distance Estimator for Stable Exponent (Q3622067) (← links)
• On the Test of Significance of Linear Multiple Regression Coefficients (Q3625296) (← links)
• A tail estimator for the index of the stable paretian distribution^∗ (Q3842928) (← links)
• Linear regression with stably distributed residuals (Q4275793) (← links)
• Data driven smooth tests for composite hypotheses comparison of powers (Q4365859) (← links)
• Estimating a Stability Parameter: Asymptotics and Simulations (Q4379703) (← links)
• EM algorithm for symmetric stable mixture model (Q4563432) (← links)
• Analytic solution to space-fractional Fokker–Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift (Q4603655) (← links)
• The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data (Q4678788) (← links)
• Estimation of the maximal moment exponent with censored data (Q4787647) (← links)
• Detection of frailty in weibull lifetime data using outlier tests (Q4825482) (← links)
• Model selection for infinite variance time series (Q4843863) (← links)
• Covariance Models and Simulation Algorithm for Stationary Vector Random Fields on Spheres Crossed with Euclidean Spaces (Q4958921) (← links)
• From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum (Q4964602) (← links)
• Stochastic Loewner evolution driven by Lévy processes (Q4968886) (← links)
• Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization (Q4992254) (← links)
• Multimodal stationary states in symmetric single-well potentials driven by Cauchy noise (Q5006932) (← links)
• Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the regime (Q5014187) (← links)
• A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution (Q5014305) (← links)
• Estimation of the parameters of multivariate stable distributions (Q5042175) (← links)
• Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles (Q5051640) (← links)
• Dynamical behavior of simplified FitzHugh–Nagumo neural system with time delay driven by Lévy noise (Q5068261) (← links)
• A fractional diffusion model of CD8⁺T cells response to parasitic infection in the brain (Q5071839) (← links)
• An asymmetric multivariate weibull distribution (Q5077508) (← links)
• Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
• (Q5101779) (← links)
• Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws (Q5129830) (← links)
• Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods (Q5176484) (← links)
• (Q5179070) (← links)
• Parameter Estimation of Stable Distributions (Q5201486) (← links)
• Empirical cumulant function based parameter estimation in stable laws (Q5224271) (← links)
• A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
• Exact simulation of tempered stable Ornstein–Uhlenbeck processes (Q5300752) (← links)
• Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw Stock Exchange (Q5309309) (← links)
• Self-organisation of random oscillators with Lévy stable distributions (Q5357417) (← links)
• Third-order short-time expansions for close-to-the-money option prices under the CGMY model (Q5373916) (← links)
• Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (Q5402586) (← links)
• Marginal Analysis of Correlated Failure Time Data with Informative Cluster Sizes (Q5434891) (← links)
• Estimation and Simulation of the Riesz-Bessel Distribution (Q5697387) (← links)
• Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
• Deterministic force-free resonant activation (Q5857510) (← links)
• Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach (Q5877279) (← links)
• A supplement to sowey's bibliography on random number generation and related topics (Q5904245) (← links)
• The Kalman-Lévy filter (Q5942848) (← links)