Keywords: توزیع پایدار; 60E07; 60E10; Stable distribution; Truncated moments; Fractional moments;
مقالات ISI توزیع پایدار (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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Keywords: توزیع پایدار; Prospect theory; Bernoulli utility; Loss aversion; Fisher z-transform test; Stable distribution; Fat tail; C0; D03; D81;
Keywords: توزیع پایدار; Beta distribution; Double Gamma function; Generalized Gamma convolution; Integro-differential equation; Riemann-Liouville operator; Stable distribution;
Limit theorems for sums of random variables with mixture distribution
Keywords: توزیع پایدار; primary; 60G50; secondary; 60F05; 60E07; Mixture distribution; Central limit theorem; Stable distribution; Phase transition;
Keywords: توزیع پایدار; Empirical process; Stable distribution; Hermite polynomial; Goodness-of-fit; Kolmogorov-Smirnov; Long range dependence;
Keywords: توزیع پایدار; Metaheuristics; Portfolio optimization; Stable distribution; Copula function; Multi-objective particle swarm optimization;
Keywords: توزیع پایدار; Stable distribution; Long-range correlation; Financial crisis 2008;
Keywords: توزیع پایدار; Modulus trimming; Stable distribution; Iid sums; Central limit theorem;
Keywords: توزیع پایدار; Machine learning; Pattern recognition; Statistical learning; Stable distribution; Convergence; Stochastic concentration
Keywords: توزیع پایدار; primary, 60E07; secondary, 60f99Weibull distribution; Scale–location mixture of normal laws; Variance–mean normal mixture; Random sum; Stable distribution; Exponential distribution
Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Keywords: توزیع پایدار; C13; C22; Martingale limit theorem; Domain of attraction; Stable distribution; Slowly varying sequence; Non-Stationarity; Gaussian QMLE; Regularly varying rate;
Identification and validation of stable ARFIMA processes with application to UMTS data
Keywords: توزیع پایدار; ARFIMA process; Stable distribution; Long memory; UMTS data;
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations
Keywords: توزیع پایدار; Randomized INAR(1) process; Temporal and contemporaneous aggregation; Long memory; Fractional Brownian motion; Stable distribution; Lévy process;
Exact confidence sets and goodness-of-fit methods for stable distributions
Keywords: توزیع پایدار; Stable distribution; Skewness; Asymmetry; Exact test; Monte Carlo test; Specification test; Goodness-of-fit; Tail parameter; Electricity price;
On convergence of random walks generated by compound Cox processes to Lévy processes
Keywords: توزیع پایدار; 60G51; 60G52; Stable distribution; Lévy process; α-stable Lévy process; Compound doubly stochastic Poisson process (compound Cox process); Skorokhod space; Transfer theorem;
Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions
Keywords: توزیع پایدار; C12; C16; Stable distribution; Student t distribution; Generalized error distribution; Lagrange multiplier test;
Inference for linear and nonlinear stable error processes via estimating functions
Keywords: توزیع پایدار; AR model; AR-ARCH model; RCA model; Recursive on-line estimation; Sine and cosine estimating functions; Stable distribution
Extrapolation of stable random fields
Keywords: توزیع پایدار; 60G60; 60G25; 62M20Extrapolation; Random field; Stable distribution
On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes
Keywords: توزیع پایدار; primary; 60F05; 62M15; secondary; 62E20; 60E07; 60G10; CARMA process; High-frequency data; Lattice; Lévy process; Periodogram; Self-normalized periodogram; Stable distribution;
On the convergence of LePage series in Skorokhod space
Keywords: توزیع پایدار; primary; 60E07; secondary; 60G52; Stable distribution; LePage series; Skorokhod space;
Applications of the characteristic function-based continuum GMM in finance
Keywords: توزیع پایدار; Autoregressive variance gamma model; Continuum of moments conditions; Simulation; Stable distribution
Modeling Chinese stock returns with stable distribution
Keywords: توزیع پایدار; Stable distribution; Lévy measure; Sample quantile method; Characteristic function
FARIMA with stable innovations model of Great Salt Lake elevation time series
Keywords: توزیع پایدار; Hurst parameter; Long-range dependent; Stable distribution; FARIMA; FIGARCH; FARIMA with stable innovations
Estimation of stable distributions by indirect inference
Keywords: توزیع پایدار; C13; C15; G11; Stable distribution; Indirect inference; Constrained indirect inference; Skewed-t distribution;
On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables
Keywords: توزیع پایدار; 60G50; 60E07; Stable distribution; Limit distribution of maximum sum; Supremum of a stable process; Domain of attraction; Moment inequality;
Fixed points of mappings of infinitely divisible distributions on Rd
Keywords: توزیع پایدار; 60E07; Infinitely divisible distribution; Stable distribution; Semi-stable distribution; Mapping of infinitely divisible distribution; Fixed point;
Multivariate stable exponential families and Tweedie scale
Keywords: توزیع پایدار; Stable distribution; Natural exponential family; Variance function; Tweedie scale
Correlation cascades, ergodic properties and long memory of infinitely divisible processes
Keywords: توزیع پایدار; 60G10; 60G52Correlation cascade; Infinitely divisible process; Ergodicity; Weak mixing; Mixing; Long memory; Stable distribution; Fractional Ornstein–Uhlenbeck process
Fractional theory for transport in disordered semiconductors
Keywords: توزیع پایدار; 05.40.Fb; 73.50.−h; 73.63.−bDispersive transport; Disordered semiconductor; Fractional calculus; Stable distribution
Statistical properties of stock market indices of different economies
Keywords: توزیع پایدار; Econophysics; Stock market indices; Stable distribution; Power law
Calibrated FFT-based density approximations for αα-stable distributions
Keywords: توزیع پایدار; Density approximation; Fast Fourier transformation; Stable distribution; Bergström expansion
Consistent tests for symmetric stability with finite mean based on the empirical characteristic function
Keywords: توزیع پایدار; 62G10; 62G20; Stable distribution; Goodness-of-fit test; Symmetric distribution;
Families of discrete kernels for modeling dispersal
Keywords: توزیع پایدار; Dispersal kernel; Leptokurtosis; Discrete lattice; Negative binomial; Sichel distribution; Stable distribution;
Operator geometric stable laws
Keywords: توزیع پایدار; 60E07; 60F05; 60G50; 62H05; 62P05; Currency exchange rates; Domains of attraction; Geometric stable law; Heavy tails; Infinite divisibility; Linnik distribution; Operator stable law; Randomized sum; Skew Laplace law; Stability; Stable distribution;