Sathe, Aastha M.; Upadhye, Neelesh S.; Wyłomańska, Agnieszka Forecasting of symmetric \(\alpha\)-stable autoregressive models by time series approach supported by artificial neural networks. (English) Zbl 07700246 J. Comput. Appl. Math. 425, Article ID 115051, 13 p. (2023). MSC: 62Mxx 62Pxx 62-XX PDFBibTeX XMLCite \textit{A. M. Sathe} et al., J. Comput. Appl. Math. 425, Article ID 115051, 13 p. (2023; Zbl 07700246) Full Text: DOI
Eid, Salah The dawn of martingale convergence: Jessen’s theorem and Lévy’s lemma. (English) Zbl 1523.60075 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 67-104 (2022). MSC: 60G42 60G44 01A60 PDFBibTeX XMLCite \textit{S. Eid}, in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 67--104 (2022; Zbl 1523.60075) Full Text: DOI
Rowe, David E. Models from the nineteenth century used for visualizing optical phenomena and line geometry. (English) Zbl 1508.00013 Friedman, Michael (ed.) et al., Model and mathematics: from the 19th to the 21st century. Cham: Birkhäuser. Trends Hist. Sci., 177-202 (2022). MSC: 00A66 00A71 51-03 51-11 01A55 PDFBibTeX XMLCite \textit{D. E. Rowe}, in: Model and mathematics: from the 19th to the 21st century. Cham: Birkhäuser. 177--202 (2022; Zbl 1508.00013) Full Text: DOI
Sathe, Aastha M.; Upadhye, N. S. Estimation of the parameters of multivariate stable distributions. (English) Zbl 07603849 Commun. Stat., Simulation Comput. 51, No. 10, 5897-5914 (2022). MSC: 62F10 60E07 PDFBibTeX XMLCite \textit{A. M. Sathe} and \textit{N. S. Upadhye}, Commun. Stat., Simulation Comput. 51, No. 10, 5897--5914 (2022; Zbl 07603849) Full Text: DOI arXiv
Pitera, Marcin; Chechkin, Aleksei; Wyłomańska, Agnieszka Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics. (English) Zbl 1490.62067 Stat. Methods Appl. 31, No. 2, 387-424 (2022); correction ibid. 31, No. 2, 425 (2022). MSC: 62F03 60E07 62P35 PDFBibTeX XMLCite \textit{M. Pitera} et al., Stat. Methods Appl. 31, No. 2, 387--424 (2022; Zbl 1490.62067) Full Text: DOI
Grzesiek, Aleksandra; Giri, Prashant; Sundar, S.; Wyłomańska, Agnieszka Measures of cross-dependence for bidimensional periodic AR(1) model with \(\alpha \)-stable distribution. (English) Zbl 1453.60041 J. Time Ser. Anal. 41, No. 6, 785-807 (2020). MSC: 60E07 62H10 62H20 PDFBibTeX XMLCite \textit{A. Grzesiek} et al., J. Time Ser. Anal. 41, No. 6, 785--807 (2020; Zbl 1453.60041) Full Text: DOI
Figueiredo, A. D.; Da Rocha Filho, T. M.; Amato, M. A. Distribution probability of force for a physical system of \(N\) random particles. (English) Zbl 1448.70028 J. Math. Phys. 60, No. 7, 073301, 21 p. (2019). MSC: 70F10 60F05 60G52 PDFBibTeX XMLCite \textit{A. D. Figueiredo} et al., J. Math. Phys. 60, No. 7, 073301, 21 p. (2019; Zbl 1448.70028) Full Text: DOI arXiv
Teimouri, Mahdi; Rezakhah, Saeid; Mohammadpour, Adel \(U\)-statistic for multivariate stable distributions. (English) Zbl 1432.62048 J. Probab. Stat. 2017, Article ID 3483827, 12 p. (2017). MSC: 62F12 60E07 PDFBibTeX XMLCite \textit{M. Teimouri} et al., J. Probab. Stat. 2017, Article ID 3483827, 12 p. (2017; Zbl 1432.62048) Full Text: DOI
Pitman, E. J. G.; Pitman, Jim A direct approach to the stable distributions. (English) Zbl 1426.60020 Adv. Appl. Probab. 48, No. A, 261-282 (2016). MSC: 60E07 PDFBibTeX XMLCite \textit{E. J. G. Pitman} and \textit{J. Pitman}, Adv. Appl. Probab. 48, No. A, 261--282 (2016; Zbl 1426.60020) Full Text: DOI arXiv
Barnard, R. W.; Hadjicostas, P. Banks’ criterion and symmetric stable laws with index of stability between one-half and one. (English) Zbl 1318.62064 Math. Methods Stat. 21, No. 4, 251-282 (2012). MSC: 62F10 62F12 26D07 26D15 PDFBibTeX XMLCite \textit{R. W. Barnard} and \textit{P. Hadjicostas}, Math. Methods Stat. 21, No. 4, 251--282 (2012; Zbl 1318.62064) Full Text: DOI
Pewsey, Arthur The wrapped stable family of distributions as a flexible model for circular data. (English) Zbl 1452.62363 Comput. Stat. Data Anal. 52, No. 3, 1516-1523 (2008). MSC: 62H11 60E07 62-08 PDFBibTeX XMLCite \textit{A. Pewsey}, Comput. Stat. Data Anal. 52, No. 3, 1516--1523 (2008; Zbl 1452.62363) Full Text: DOI
Barral, Julien; Seuret, Stéphane A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades. (English) Zbl 1084.60025 C. R., Math., Acad. Sci. Paris 341, No. 9, 579-582 (2005). Reviewer: Yuri Kifer (Jerusalem) MSC: 60G18 28A80 60J75 60G51 PDFBibTeX XMLCite \textit{J. Barral} and \textit{S. Seuret}, C. R., Math., Acad. Sci. Paris 341, No. 9, 579--582 (2005; Zbl 1084.60025) Full Text: DOI
Sheynin, Oscar Density curves in the theory of errors. (English) Zbl 0833.01013 Arch. Hist. Exact Sci. 49, No. 2, 163-196 (1995). Reviewer: J.G.Székely (Bowling Green) MSC: 01A50 62-03 PDFBibTeX XMLCite \textit{O. Sheynin}, Arch. Hist. Exact Sci. 49, No. 2, 163--196 (1995; Zbl 0833.01013) Full Text: DOI