Estimation of the Bivariate Stable Spectral Representation by theProjection Method
Computational Economics - Special issue on computational studies at Cambridge
On some detection and estimation problems in heavy-tailed noise
Signal Processing - Signal processing with heavy-tailed models
Portfolio optimization when risk factors are conditionally varying and heavy tailed
Computational Economics
Improved estimation of the stable laws
Statistics and Computing
Calibrated FFT-based density approximations for α-stable distributions
Computational Statistics & Data Analysis
Testing the stable Paretian assumption
Mathematical and Computer Modelling: An International Journal
Estimation of stable spectral measures
Mathematical and Computer Modelling: An International Journal
Likelihood-free Bayesian inference for α-stable models
Computational Statistics & Data Analysis
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