Metrics for multivariate stable distributions

Stability in Probability ◽

10.4064/bc90-0-6 ◽

2010 ◽

Cited By ~ 2

Author(s):

John P. Nolan

Keyword(s):

Stable Distributions

Download Full-text

THE INTERPLAY BETWEEN I-MAX, I-MIN, P-MAX AND P-MIN STABLE DISTRIBUTIONS

Mathematical Journal of Interdisciplinary Sciences ◽

10.15415/mjis.2015.41006 ◽

2015 ◽

Vol 4 (1) ◽

pp. 49-53

Author(s):

S Ravi ◽

TS Mavitha

Keyword(s):

Stable Distributions

Download Full-text

Modeling Tail Risk with Tempered Stable Distributions: An Overview

SSRN Electronic Journal ◽

10.2139/ssrn.3274469 ◽

2018 ◽

Cited By ~ 1

Author(s):

Hasan A Fallahgoul ◽

Gregoire Loeper

Keyword(s):

Stable Distributions ◽

Tail Risk ◽

Tempered Stable Distributions

Download Full-text

Stable Distributions and Green’s Functions for Fractional Diffusions

SSRN Electronic Journal ◽

10.2139/ssrn.3280586 ◽

2018 ◽

Author(s):

John Nolan

Keyword(s):

Green's Functions ◽

Green’S Functions ◽

Stable Distributions ◽

Fractional Diffusions

Download Full-text

Estimation of the parameters of multivariate stable distributions

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2020.1784432 ◽

2020 ◽

pp. 1-18

Author(s):

Aastha M. Sathe ◽

N. S. Upadhye

Keyword(s):

Stable Distributions

Download Full-text

EXPONENTS OF OPERATOR STABLE DISTRIBUTIONS IN BANACH SPACES

Vol. 2 ◽

10.1515/9783112319024-043 ◽

1990 ◽

pp. 437-445

Keyword(s):

Banach Spaces ◽

Stable Distributions ◽

Operator Stable

Download Full-text

Recent Advances in Signal Processing with α-Stable Distributions

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)47693-2 ◽

1994 ◽

Vol 27 (8) ◽

pp. 65-70

Author(s):

C.L. Nikias ◽

M. Shao

Keyword(s):

Signal Processing ◽

Stable Distributions ◽

Recent Advances

Download Full-text

On the Parametrization of the Afocal Stable Distributions

Bulletin of the London Mathematical Society ◽

10.1112/blms/28.6.651 ◽

1996 ◽

Vol 28 (6) ◽

pp. 651-655 ◽

Cited By ~ 10

Author(s):

J. Huston McCulloch

Keyword(s):

Stable Distributions

Download Full-text

Stable Distributions as Noise Models for Molecular Communication

2015 IEEE Global Communications Conference (GLOBECOM) ◽

10.1109/glocom.2015.7417583 ◽

2015 ◽

Cited By ~ 18

Author(s):

Nariman Farsad ◽

Weisi Guo ◽

Chan-Byoung Chae ◽

Andrew Eckford

Keyword(s):

Stable Distributions ◽

Molecular Communication ◽

Noise Models

Download Full-text

Alternative multivariate stable distributions and their applications to financial modeling

Stable Processes and Related Topics ◽

10.1007/978-1-4684-6778-9_6 ◽

1991 ◽

pp. 107-119 ◽

Cited By ~ 21

Author(s):

Stefan Mittnik ◽

Svetlozar T. Rachev

Keyword(s):

Stable Distributions ◽

Financial Modeling

Download Full-text

Quantile-Based Inference for Tempered Stable Distributions

SSRN Electronic Journal ◽

10.2139/ssrn.2620621 ◽

2015 ◽

Cited By ~ 1

Author(s):

Hassan A. Fallahgoul ◽

David Veredas ◽

Frank J. Fabozzi

Keyword(s):

Stable Distributions ◽

Tempered Stable Distributions

Download Full-text