Pages that link to "Item:Q4859856"
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The following pages link to Calculation of multidimensional stable densities (Q4859856):
Displaying 8 items.
- Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (Q712533) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Multivariate stable densities as functions of one dimensional projections (Q1272746) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Estimation of stable spectral measures (Q1600530) (← links)
- Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions (Q2320904) (← links)
- Weak error for continuous time Markov chains related to fractional in time P(I)DEs (Q5965373) (← links)
- Financial modeling with heavy-tailed stable distributions (Q6604383) (← links)