Pages that link to "Item:Q689318"

The following pages link to Approximation of multidimensional stable densities (Q689318):

Displaying 45 items.

• Multivariate elliptically contoured stable distributions: theory and estimation (Q105039) (← links)
• Regularity theory for general stable operators (Q266400) (← links)
• Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
• On two approaches to approximation of multidimensional stable laws (Q697476) (← links)
• Approximation for random stable manifolds under multiplicative correlated noises (Q727476) (← links)
• Uniform comparison of tails of (non-symmetric) probability measures and their symmetrized counterparts with applications (Q877234) (← links)
• Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
• Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282) (← links)
• Integral representations of one-dimensional projections for multivariate stable densities (Q1000564) (← links)
• Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities (Q1036783) (← links)
• Multivariate stable densities as functions of one dimensional projections (Q1272746) (← links)
• Asymptotic behaviour of densities of multi-dimensional stable distributions (Q1340410) (← links)
• Multivariate geometric stable distributions in financial applications. (Q1596867) (← links)
• Estimation of stable spectral measures (Q1600530) (← links)
• The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
• \(U\)-statistic for multivariate stable distributions (Q1658072) (← links)
• Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
• Multivariate stable distributions and generating densities (Q1931243) (← links)
• A new multiscale Bayesian algorithm for speckle reduction in medical ultrasound images (Q1958606) (← links)
• A formula for hidden regular variation behavior for symmetric stable distributions (Q2027093) (← links)
• On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233) (← links)
• Series representation of jointly \(S \alpha S\) distribution via symmetric covariations (Q2046908) (← links)
• Flexible multivariate Hill estimators (Q2190231) (← links)
• Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions (Q2320904) (← links)
• On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400) (← links)
• A functional LIL for \(d\)-dimensional stable processes; invariance for Lévy- and other weakly convergent processes (Q2385602) (← links)
• Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
• Subsampling the Johansen test with stable innovations (Q2810412) (← links)
• Escape from a disk with partly absorbing boundaries driven by bi-variate<i>α</i>-stable noises (Q3302670) (← links)
• Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
• Asymptotic estimates of multi-dimensional stable densities and their applications (Q3425961) (← links)
• Calculation of multidimensional stable densities (Q4859856) (← links)
• (Q4869285) (← links)
• Estimation of the parameters of multivariate stable distributions (Q5042175) (← links)
• On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760) (← links)
• Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
• Density bases associated with Nagel–Stein approach regions (Q5220141) (← links)
• Wavelet-based estimation for multivariate stable laws (Q5220811) (← links)
• Exchangeable stable random vectors and their simulations (Q5943410) (← links)
• The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
• Deep stable neural networks: large-width asymptotics and convergence rates (Q6103259) (← links)
• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function (Q6172158) (← links)
• Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities (Q6190646) (← links)
• Financial modeling with heavy-tailed stable distributions (Q6604383) (← links)