One-dimensional stable distributions

Keywords

Estimator, Class (philosophy), Stability (learning theory), Mathematics, Statistical physics

References

No references recorded for this paper.

Cited by

• On Nonparametric Estimation of the Poisson Spectral Measure of a Stable LawA. V. Nagaev — 2001
• Multivariate stable densities and distribution functions: general and elliptical caseJohn P. Nolan — 2005
• Bayesian inference for time series with heavy-tailed symmetric α-stable noise processesSJ Godsill, EE Kuruoglu — 1999
• Lévy-Driven Langevin Systems: Targeted StochasticityIddo Eliazar, J. Klafter — 2003
• High-Accuracy Evaluation of the Cumulative Distribution Function of α-Stable Symmetric DistributionsRyszard Zieliński — 2001
• Stable Distributions in MathematicaR. H. Rimmer, John P. Nolan — 2005
• Empirical Likelihood Estimation of Levy ProcessesNaoto Kunitomo, Takashi Owada — 2004
• Pre-limit Theorems and Their ApplicationsLev B. Klebanov, Svetlozar T. Rachev, Gábor J. Székely — 1999
• Performance analysis of adaptive lattice filters for FM signals and alpha-stable processesMohammad Hossein Kahaei — 1998
• On the Upper Bound of the Density for Truncated Stable Processes in Small TimeYasushi Ishikawa — 1997
• Functional Poisson approximation in Rubinstein distanceLaurent Decreusefond, Matthias Schulte, Christoph Thäle — 2014
• A Sedimentological Approach to UpscalingKeyu Liu, Lincoln Paterson, P.M. Wong — 2002
• Numerical evidence for phase transitions of NP-complete problems for instances drawn from Lévy-stable distributionsAbram Connelly — 2011
• Dependence Structures in Stable Mixture Models with an Application to Extreme PrecipitationAnna Rudvik — 2012
• Macroscopic models for long-range dependent network trafficTakis Konstantopoulos, Si‐Jian Lin — 1998
• Conditionnement de grands arbres aléatoires et configurations planes non-croiséesIgor Kortchemski — 2012
• Numerical Method for Conditional Simulation of Levy Random FieldsScott Painter — 1998
• CED Model: Basic TheoryAgnieszka Jurlewicz — 2001
• Hashing, searching, sketchingRajeev Motwani, Rina Panigrahy‎ — 2006
• Modeling and Forecasting Electricity Loads and Prices: A Statistical ApproachRafał Weron — 2006

Related papers

• Stable Paretian Models in FinanceSvetlozar T. Rachev, Stefan Mittnik — 2000
• Lévy Processes and Infinitely Divisible DistributionsKen‐iti Sato — 1999
• An introduction to probability theory and its applications1958
• Parameter Estimates for Symmetric Stable DistributionsEugene F. Fama, Richard Roll — 1971
• Limit Distributions for Sums of Independent Random Variables.Wassily Hoeffding, Б. В. Гнеденко, A. N. Kolmogorov — 1955
• The Behavior of Stock-Market PricesEugene F. Fama — 1965
• On the Asymptotic Normality of the Maximum-Likelihood Estimate when Sampling from a Stable DistributionWilliam DuMouchel — 1973
• Simple consistent estimators of stable distribution parametersJ. Huston McCulloch — 1986