The following pages link to (Q4301585):
Displaying 50 items.
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Criteria for ergodicity of Lévy type operators in dimension one (Q952833) (← links)
- The spectrum of heavy tailed random matrices (Q956630) (← links)
- Multivariate stable exponential families and Tweedie scale (Q958766) (← links)
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- A heavy-tailed empirical Bayes method for replicated microarray data (Q961303) (← links)
- Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
- Indirect estimation of elliptical stable distributions (Q961425) (← links)
- Ergodic theory, abelian groups and point processes induced by stable random fields (Q964783) (← links)
- Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises (Q965868) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- Fractional Brownian flows (Q966498) (← links)
- Variations and estimators for self-similarity parameters via Malliavin calculus (Q971934) (← links)
- Detecting positive quadrant dependence and positive function dependence (Q977155) (← links)
- A note on operator self-similar Gaussian vector fields (Q979154) (← links)
- Particle tracking for fractional diffusion with two time scales (Q980212) (← links)
- Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion (Q982749) (← links)
- A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering (Q983171) (← links)
- Convergence to stable laws in Mallows distance for mixing sequences of random variables (Q985983) (← links)
- Almost sure central limit theorems on the Wiener space (Q988674) (← links)
- Parameter estimation for fractional Poisson processes (Q988943) (← links)
- Heat kernel estimates for the Dirichlet fractional Laplacian (Q990226) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises'' (Q990921) (← links)
- Stochastic models for risk estimation in volatile markets: a survey (Q993727) (← links)
- Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) (← links)
- Explicit solutions of some fractional partial differential equations via stable subordinators (Q995844) (← links)
- Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory (Q996717) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- Stable marked point processes (Q997384) (← links)
- Integral representations of one-dimensional projections for multivariate stable densities (Q1000564) (← links)
- Selection from a stable box (Q1002578) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- Integrated functionals of normal and fractional processes (Q1009478) (← links)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
- Signed symmetric covariation coefficient for alpha-stable dependence modeling (Q1009540) (← links)
- A generative power-law search tree model (Q1010292) (← links)
- Germ fields for harmonizable symmetric stable processes with rational spectral densities (Q1011143) (← links)
- Limit theorems for weighted sums of infinite variance random variables attracted to integrals of linear fractional stable motions (Q1012430) (← links)
- Weakly non-ergodic statistical physics (Q1012653) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- Extremal limit theorems for observations separated by random power law waiting times (Q1015860) (← links)
- Linear fractional stable sheets: Wavelet expansion and sample path properties (Q1016610) (← links)
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure (Q1016617) (← links)
- Correlated continuous time random walks (Q1017816) (← links)
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach (Q1019484) (← links)
- Lévy flight approximations for scaled transformations of random walks (Q1020740) (← links)
- An RKHS formulation of the inverse regression dimension-reduction problem (Q1020976) (← links)
- A jump-diffusion model for option pricing under fuzzy environments (Q1023093) (← links)
