Pages that link to "Item:Q4109171"

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

Displaying 24 items.

• Rank tests of unit root hypothesis with infinite variance errors (Q5944500) (← links)
• Practical computing for finite moment log-stable distributions to model financial risk (Q5963822) (← links)
• On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)
• Weak error for continuous time Markov chains related to fractional in time P(I)DEs (Q5965373) (← links)
• (Q6062160) (← links)
• Approximate Bayesian Computation for a Class of Time Series Models (Q6064614) (← links)
• Queuing models with Mittag-Leffler inter-event times (Q6073815) (← links)
• A nonparametric test for paired data (Q6074744) (← links)
• On highly skewed fractional log‐stable noise sequences and their application (Q6135351) (← links)
• Stochastic resonance in multi-stable system driven by Lévy noise (Q6153921) (← links)
• Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
• Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)
• A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)
• Computation of Riesz \(\boldsymbol{\alpha }\)-Capacity \(\boldsymbol{\textrm{C}}_{\boldsymbol{\alpha}}\) of General Sets in \(\boldsymbol{\mathbb{R}}^{\boldsymbol{d}}\) Using Stable Random Walks (Q6198773) (← links)
• Stochastic resonance in a single-well system with exponential potential driven by Levy noise (Q6200420) (← links)
• Macroscopic behavior of populations of quadratic integrate-and-fire neurons subject to non-Gaussian white noise (Q6543719) (← links)
• Resetting induced multimodality (Q6548685) (← links)
• Circular cumulant reductions for macroscopic dynamics of oscillator populations with non-Gaussian noise (Q6553189) (← links)
• Unbiased density computation for stochastic resetting (Q6572812) (← links)
• Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data (Q6581658) (← links)
• Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise (Q6586754) (← links)
• Role of long jumps in Lévy noise-induced multimodality (Q6592563) (← links)
• Financial modeling with heavy-tailed stable distributions (Q6604383) (← links)
• Parameter estimation of the alpha-stable distribution and applications to financial data (Q6651107) (← links)