Pages that link to "Item:Q1916248"
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The following pages link to On the Chambers-Mallows-Stuck method for simulating skewed stable random variables (Q1916248):
Displaying 50 items.
- On simulation and properties of the stable law (Q257653) (← links)
- A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation (Q281431) (← links)
- On the applicability of the random walk model with stable steps for forecasting the dynamics of prices of financial tools in the Russian market (Q308594) (← links)
- A framework for analyzing the robustness of movement models to variable step discretization (Q329358) (← links)
- Truncated stable random variables characterization and simulation (Q626265) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- On two approaches to approximation of multidimensional stable laws (Q697476) (← links)
- State observer for stochastic resonance in bistable system (Q820604) (← links)
- Black-Scholes formula in subdiffusive regime (Q841145) (← links)
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- SIR model of epidemic spread with accumulated exposure (Q977855) (← links)
- Epidemics with short and long-range interactions: role of vector dispersal patterns (Q978947) (← links)
- A low complexity robust detector in impulsive noise (Q1032412) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- Stable Lévy motion approximation in collective risk theory (Q1382123) (← links)
- Computer simulation of geometric stable distributions (Q1567360) (← links)
- Some pathological regression asymptotics under stable conditions (Q1591159) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- The distribution of test statistics for outlier detection in heavy-tailed samples (Q1600537) (← links)
- Anomalous diffusion in nonhomogeneous media: power spectral density of signals generated by time-subordinated nonlinear Langevin equations (Q1618773) (← links)
- Discrimination of particulate matter emission sources using stochastic methods (Q1620032) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- Finite sample distributions of self-normalized sums (Q1887224) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- Adaptivity in convolution models with partially known noise distribution (Q1951778) (← links)
- A genetic programming approach based on Lévy flight applied to nonlinear identification of a poppet valve (Q1994486) (← links)
- Dynamical complexity of FitzHugh-Nagumo neuron model driven by Lévy noise and Gaussian white noise (Q1998322) (← links)
- Parameter estimation for one-sided heavy-tailed distributions (Q2006758) (← links)
- Conformal accelerations method and efficient evaluation of stable distributions (Q2023071) (← 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)
- Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians (Q2158592) (← links)
- Lévy noise effects on Josephson junctions (Q2169391) (← links)
- Dynamical behavior of simplified Fitzhugh-Nagumo neural system driven by Lévy noise and Gaussian white noise (Q2213453) (← links)
- Lévy noise-induced transition and stochastic resonance in a tumor growth model (Q2243400) (← links)
- Modulating bifurcations in a self-sustained birhythmic system by \(\alpha\)-stable Lévy noise and time delay (Q2296835) (← links)
- Characterizing anomalous diffusion by studying displacements (Q2299870) (← links)
- The phase transition in a bistable Duffing system driven by Lévy noise (Q2355680) (← links)
- Langevin picture of subdiffusion with infinitely divisible waiting times (Q2390967) (← links)
- Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
- Coherence and stochastic resonance in the fractional-birhythmic self-sustained system subjected to fractional time-delay feedback and Lévy noise (Q2679924) (← links)
- On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428) (← links)
- Escape from bounded domains driven by multivariate<i>α</i>-stable noises (Q3302308) (← links)
- Effects of Lévy noise on the dynamics of sine-Gordon solitons in long Josephson junctions (Q3302679) (← links)
- Lévy noise-driven escape from arctangent potential wells (Q3388144) (← links)
- Monte Carlo Methods for Radiative Transfer with Singular Kernels (Q4568104) (← links)
- Multimodal stationary states in symmetric single-well potentials driven by Cauchy noise (Q5006932) (← links)
