Pages that link to "Item:Q4109171"

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

Displaying 50 items.

• Persistent scale free fluctuation in market recovery and recession (Q977538) (← links)
• Spectral densities of Wishart-Lévy free stable random matrices (Q977577) (← links)
• The wrapped stable family of distributions as a flexible model for circular data (Q1023477) (← links)
• On exact simulation algorithms for some distributions related to Jacobi theta functions (Q1036738) (← links)
• Exact simulation of IG-OU processes (Q1042535) (← links)
• Modelling with mixture of symmetric stable distributions using Gibbs sampling (Q1046641) (← links)
• Methods for generating random variates with Polya characteristic functions (Q1060522) (← links)
• Method-of-moments estimators of stable distribution parameters (Q1157643) (← links)
• The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions (Q1278070) (← links)
• Hausdorff dimension of regular points in stochastic Burgers flows with Lévy \(\alpha\)-stable initial data (Q1285202) (← links)
• Simulation of random vectors from three-dimensional spherically symmetric stable distributions (Q1291199) (← links)
• A central limit theorem for self-normalized products of random variables (Q1293837) (← links)
• A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
• Estimating the index of a stable law via the pot-method (Q1304070) (← links)
• Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
• The theory of geometric stable distributions and its use in modeling financial data (Q1330574) (← links)
• The study of a function relating to stable distributions (Q1332886) (← links)
• The Euler scheme for Lévy driven stochastic differential equations (Q1356347) (← links)
• The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (Q1362496) (← links)
• A multivariate counting process with Weibull-distributed first-arrival times. (Q1431816) (← links)
• Some pathological regression asymptotics under stable conditions (Q1591159) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Diagnostic checking in linear processes with infinite variance (Q1600532) (← links)
• Robust linear regression with broad distributions of errors (Q1618579) (← links)
• Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
• Synchronisation of networked Kuramoto oscillators under stable Lévy noise (Q1620183) (← links)
• Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
• A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482) (← links)
• Stochastic bifurcation for a tumor-immune system with symmetric Lévy noise (Q1673238) (← links)
• Hidden physics models: machine learning of nonlinear partial differential equations (Q1699464) (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658) (← links)
• On estimation and testing goodness of fit for \(m\)-dependent stable sequences (Q1841194) (← links)
• Estimation problems for distributions with heavy tails (Q1883277) (← links)
• On the Chambers-Mallows-Stuck method for simulating skewed stable random variables (Q1916248) (← links)
• Recent results in applications and processing of \(\alpha\)-stable-distributed time series (Q1925048) (← links)
• Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
• A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (Q1934478) (← links)
• New properties and representations for members of the power-variance family. I (Q1936260) (← links)
• Testing time reversibility without moment restrictions (Q1971793) (← links)
• A genetic programming approach based on Lévy flight applied to nonlinear identification of a poppet valve (Q1994486) (← links)
• Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors (Q2013863) (← links)
• Conformal accelerations method and efficient evaluation of stable distributions (Q2023071) (← links)
• Simulating space-time random fields with nonseparable Gneiting-type covariance functions (Q2029068) (← links)
• A fractional multi-states model for insurance (Q2034158) (← links)
• Flexible models for overdispersed and underdispersed count data (Q2062421) (← links)
• Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise (Q2088244) (← links)
• An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
• Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
• On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)