Karling, M. J.; Lopes, S. R. C.; de Souza, R. M. A Bayesian approach for estimating the parameters of an \(\alpha\)-stable distribution. (English) Zbl 07493365 J. Stat. Comput. Simulation 91, No. 9, 1713-1748 (2021). MSC: 62C10 60G52 62P05 62P10 62-XX PDFBibTeX XMLCite \textit{M. J. Karling} et al., J. Stat. Comput. Simulation 91, No. 9, 1713--1748 (2021; Zbl 07493365) Full Text: DOI
Boyarchenko, Svetlana; Levendorskiĭ, Sergei Conformal accelerations method and efficient evaluation of stable distributions. (English) Zbl 1459.35374 Acta Appl. Math. 169, 711-765 (2020). MSC: 35R11 33F05 42A38 60G52 65D30 65M70 PDFBibTeX XMLCite \textit{S. Boyarchenko} and \textit{S. Levendorskiĭ}, Acta Appl. Math. 169, 711--765 (2020; Zbl 1459.35374) Full Text: DOI arXiv
Clément, Emmanuelle; Gloter, Arnaud Joint estimation for SDE driven by locally stable Lévy processes. (English) Zbl 1448.60102 Electron. J. Stat. 14, No. 2, 2922-2956 (2020). MSC: 60G51 60G52 60J76 62F12 60H07 60F05 PDFBibTeX XMLCite \textit{E. Clément} and \textit{A. Gloter}, Electron. J. Stat. 14, No. 2, 2922--2956 (2020; Zbl 1448.60102) Full Text: DOI Euclid
Padash, Amin; Chechkin, Aleksei V.; Dybiec, Bartlomiej; Pavlyukevich, Ilya; Shokri, Babak; Metzler, Ralf First-passage properties of asymmetric Lévy flights. (English) Zbl 1509.60106 J. Phys. A, Math. Theor. 52, No. 45, Article ID 454004, 48 p. (2019). MSC: 60G51 PDFBibTeX XMLCite \textit{A. Padash} et al., J. Phys. A, Math. Theor. 52, No. 45, Article ID 454004, 48 p. (2019; Zbl 1509.60106) Full Text: DOI arXiv
Balakrishna, N.; Hareesh, G. Analysis of autoregressive models with symmetric stable innovations. (English) Zbl 1461.62151 Statistics 52, No. 2, 288-302 (2018). MSC: 62M10 60G52 37M10 62P30 62P20 PDFBibTeX XMLCite \textit{N. Balakrishna} and \textit{G. Hareesh}, Statistics 52, No. 2, 288--302 (2018; Zbl 1461.62151) Full Text: DOI
Alrawashdeh, Mahmoud S.; Kelly, James F.; Meerschaert, Mark M.; Scheffler, Hans-Peter Applications of inverse tempered stable subordinators. (English) Zbl 1409.60058 Comput. Math. Appl. 73, No. 6, 892-905 (2017). MSC: 60G22 60G55 35R11 PDFBibTeX XMLCite \textit{M. S. Alrawashdeh} et al., Comput. Math. Appl. 73, No. 6, 892--905 (2017; Zbl 1409.60058) Full Text: DOI
Gao, Ting; Duan, Jinqiao; Li, Xiaofan Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions. (English) Zbl 1410.82017 Appl. Math. Comput. 278, 1-20 (2016). MSC: 82C31 82C80 60G17 60G52 60H10 65C30 65C50 PDFBibTeX XMLCite \textit{T. Gao} et al., Appl. Math. Comput. 278, 1--20 (2016; Zbl 1410.82017) Full Text: DOI arXiv
Koblents, Eugenia; Míguez, Joaquín; Rodríguez, Marco A.; Schmidt, Alexandra M. A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions. (English) Zbl 1468.62105 Comput. Stat. Data Anal. 95, 57-74 (2016). MSC: 62-08 65C05 62F15 60E07 60G51 62P12 PDFBibTeX XMLCite \textit{E. Koblents} et al., Comput. Stat. Data Anal. 95, 57--74 (2016; Zbl 1468.62105) Full Text: DOI arXiv Link
Thompson, W. F.; Kuske, R. A.; Monahan, A. H. Stochastic averaging of dynamical systems with multiple time scales forced with \(\alpha\)-stable noise. (English) Zbl 1333.34099 Multiscale Model. Simul. 13, No. 4, 1194-1223 (2015). MSC: 34F05 34E13 65C30 60G51 60G52 60H10 34C29 PDFBibTeX XMLCite \textit{W. F. Thompson} et al., Multiscale Model. Simul. 13, No. 4, 1194--1223 (2015; Zbl 1333.34099) Full Text: DOI arXiv
Fulger, Daniel; Scalas, Enrico; Germano, Guido Random numbers from the tails of probability distributions using the transformation method. (English) Zbl 1312.65004 Fract. Calc. Appl. Anal. 16, No. 2, 332-353 (2013). MSC: 65C10 35R11 60G22 33E12 PDFBibTeX XMLCite \textit{D. Fulger} et al., Fract. Calc. Appl. Anal. 16, No. 2, 332--353 (2013; Zbl 1312.65004) Full Text: DOI Link
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David Rank-based testing in linear models with stable errors. (English) Zbl 1359.62142 J. Nonparametric Stat. 23, No. 2, 305-320 (2011). MSC: 62G10 60G52 62E20 PDFBibTeX XMLCite \textit{M. Hallin} et al., J. Nonparametric Stat. 23, No. 2, 305--320 (2011; Zbl 1359.62142) Full Text: DOI arXiv Link
Michna, Zbigniew Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process. (English) Zbl 1208.60043 Stat. Probab. Lett. 81, No. 2, 231-235 (2011). MSC: 60G51 60G52 60G70 PDFBibTeX XMLCite \textit{Z. Michna}, Stat. Probab. Lett. 81, No. 2, 231--235 (2011; Zbl 1208.60043) Full Text: DOI arXiv
Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan Space–time duality for fractional diffusion. (English) Zbl 1196.60087 J. Appl. Probab. 46, No. 4, 1100-1115 (2009). Reviewer: Werner Linde (Jena) MSC: 60G52 26A33 60E07 PDFBibTeX XMLCite \textit{B. Baeumer} et al., J. Appl. Probab. 46, No. 4, 1100--1115 (2009; Zbl 1196.60087) Full Text: DOI arXiv
Aït-Sahalia, Yacine; Jacod, Jean Fisher’s information for discretely sampled Lévy processes. (English) Zbl 1144.62070 Econometrica 76, No. 4, 727-761 (2008). MSC: 62M05 62F12 60G51 62M09 PDFBibTeX XMLCite \textit{Y. Aït-Sahalia} and \textit{J. Jacod}, Econometrica 76, No. 4, 727--761 (2008; Zbl 1144.62070) Full Text: DOI arXiv
Gander, Matthew P. S.; Stephens, David A. Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection. (English) Zbl 1255.60074 J. Stat. Plann. Inference 137, No. 10, 3068-3081 (2007). MSC: 60G51 62F15 62M10 62P05 65C40 PDFBibTeX XMLCite \textit{M. P. S. Gander} and \textit{D. A. Stephens}, J. Stat. Plann. Inference 137, No. 10, 3068--3081 (2007; Zbl 1255.60074) Full Text: DOI
Vollert, A. Margrabe’s option to exchange in a Paretian-stable subordinated market. (English) Zbl 1090.91546 Math. Comput. Modelling 34, No. 9-11, 1185-1197 (2001). MSC: 91B28 60G99 PDFBibTeX XMLCite \textit{A. Vollert}, Math. Comput. Modelling 34, No. 9--11, 1185--1197 (2001; Zbl 1090.91546) Full Text: DOI
Chechkin, A. V.; Gonchar, V. Yu. Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations. (English) Zbl 0991.60036 Chaos Solitons Fractals 11, No. 14, 2379-2390 (2000). Reviewer: Uwe Franz (Greifswald) MSC: 60G52 60G10 60K99 PDFBibTeX XMLCite \textit{A. V. Chechkin} and \textit{V. Yu. Gonchar}, Chaos Solitons Fractals 11, No. 14, 2379--2390 (2000; Zbl 0991.60036) Full Text: DOI