Edit Profile (opens in new tab) Nolan, John P. Compute Distance To: Compute Author ID: nolan.john-p Published as: Nolan, John P.; Nolan, J. P.; Nolan, John more...less Homepage: http://fs2.american.edu/jpnolan/www/ External Links: MGP · ResearchGate · dblp Documents Indexed: 36 Publications since 1987, including 1 Book Co-Authors: 22 Co-Authors with 17 Joint Publications 292 Co-Co-Authors all top 5 Co-Authors 19 single-authored 2 Fougères, Anne-Laure 2 Panorska, Anna K. 2 Rajput, Balram S. 1 Abdul-Hamid, Husein 1 Alparslan, Uğur Tuncay 1 Arce, Gonzalo R. 1 Byczkowski, Tomasz 1 Cambanis, Stamatis 1 Fofack, Hippolyte 1 Gonzalez, Juan G. 1 Hamdan, Hasan 1 Kozubowski, Tomasz J. 1 McCulloch, J. Huston 1 Mercadier, Cécile 1 Modarres, Reza 1 Núñez, Rafael C. 1 Ojeda-Revah, Diana 1 Rootzén, Holger 1 Rosiński, Jan 1 Sinkala, Zachariah 1 Tsakalides, Panagiotis 1 Tzagkarakis, George all top 5 Serials 4 Journal of Multivariate Analysis 3 Statistics & Probability Letters 2 The Annals of Probability 2 Communications in Statistics. Stochastic Models 2 Mathematical and Computer Modelling 2 IEEE Transactions on Signal Processing 2 Computational Statistics 2 Extremes 2 Journal of Statistical Distributions and Applications 1 Journal of Mathematical Analysis and Applications 1 Scandinavian Journal of Statistics 1 Journal of Econometrics 1 Probability Theory and Related Fields 1 Communications in Statistics. Simulation and Computation 1 Stochastic Processes and their Applications 1 Fractional Calculus & Applied Analysis 1 Springer Series in Operations Research and Financial Engineering all top 5 Fields 27 Probability theory and stochastic processes (60-XX) 14 Statistics (62-XX) 4 Numerical analysis (65-XX) 2 Computer science (68-XX) 2 Information and communication theory, circuits (94-XX) 1 Partial differential equations (35-XX) 1 Functional analysis (46-XX) 1 Operations research, mathematical programming (90-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 30 Publications have been cited 467 times in 318 Documents Cited by ▼ Year ▼ Numerical calculation of stable densities and distribution functions. Zbl 0899.60012Nolan, John P. 109 1997 Maximum likelihood estimation and diagnostics for stable distributions. Zbl 0971.62008Nolan, John P. 54 2001 Multivariate elliptically contoured stable distributions: theory and estimation. Zbl 1306.65118Nolan, John P. 38 2013 Estimation of stable spectral measures. Zbl 1004.62028Nolan, J. P.; Panorska, A. K.; McCulloch, J. H. 32 2001 Approximation of multidimensional stable densities. Zbl 0790.60020Byczkowski, Tomasz; Nolan, John P.; Rajput, Balram 30 1993 Parameterizations and modes of stable distributions. Zbl 1246.60028Nolan, John P. 25 1998 A method for simulating stable random vectors. Zbl 0944.65004Modarres, R.; Nolan, J. P. 21 1994 Local nondeterminism and local times for stable processes. Zbl 0659.60106Nolan, John P. 20 1989 An algorithm for evaluating stable densities in Zolotarev’s \((M)\) parameterization. Zbl 1037.68973Nolan, J. P. 15 1999 Models for dependent extremes using stable mixtures. Zbl 1195.62067Fougéres, Anne-Laure; Nolan, John P.; Rootzén, Holger 14 2009 Multivariate stable densities as functions of one dimensional projections. Zbl 0915.60025Abdul-Hamid, Husein; Nolan, John P. 12 1998 Data analysis for heavy tailed multivariate samples. Zbl 0899.60011Nolan, John P.; Panorska, Anna K. 11 1997 Dense classes of multivariate extreme value distributions. Zbl 1277.62143Fougères, Anne-Laure; Mercadier, Cécile; Nolan, John P. 10 2013 Path properties of index-\(\beta\) stable fields. Zbl 0673.60043Nolan, John P. 10 1988 Univariate stable distributions. Models for heavy tailed data. Zbl 1455.62003Nolan, John P. 10 2020 Multivariate stable distributions: Approximation, estimation, simulation and identification. Zbl 0927.60021Nolan, John P. 8 1998 Tail behavior, modes and other characteristics of stable distribution. Zbl 0947.60016Fofack, Hippolite; Nolan, John P. 7 1999 Calculation of multidimensional stable densities. Zbl 0850.60007Nolan, J. P.; Rajput, B. 7 1995 Linear and nonlinear regression with stable errors. Zbl 1443.62204Nolan, John P.; Ojeda-Revah, Diana 6 2013 Infinite divisibility of skew Gaussian and Laplace laws. Zbl 1147.60008Kozubowski, Tomasz J.; Nolan, John P. 6 2008 On the oscillation of infinitely divisible and some other processes. Zbl 0709.60040Cambanis, Stamatis; Nolan, John P.; Rosinski, Jan 4 1990 Metrics for multivariate stable distributions. Zbl 1210.60022Nolan, John P. 3 2010 Continuity of symmetric stable processes. Zbl 0675.60036Nolan, John P. 3 1989 Fast and accurate computation of the myriad filter via branch-and-bound search. Zbl 1390.90477Núñez, Rafael C.; Gonzalez, Juan G.; Arce, Gonzalo R.; Nolan, John P. 3 2008 Equivalent norms on analytic subspaces of \(L^ p\). Zbl 0626.46017Nolan, John P.; Sinkala, Zachariah 2 1987 A measure of dependence for stable distributions. Zbl 1385.60036Alparslan, Uğur Tuncay; Nolan, John P. 2 2016 An R package for modeling and simulating generalized spherical and related distributions. Zbl 1349.62013Nolan, John P. 2 2016 Compressive sensing using symmetric alpha-stable distributions for robust sparse signal reconstruction. Zbl 1415.94262Tzagkarakis, George; Nolan, John P.; Tsakalides, Panagiotis 1 2019 Univariate stable distributions: Parameterizations and software. Zbl 0927.60022Nolan, John P. 1 1998 Truncated fractional moments of stable laws. Zbl 1406.60030Nolan, John P. 1 2018 Univariate stable distributions. Models for heavy tailed data. Zbl 1455.62003Nolan, John P. 10 2020 Compressive sensing using symmetric alpha-stable distributions for robust sparse signal reconstruction. Zbl 1415.94262Tzagkarakis, George; Nolan, John P.; Tsakalides, Panagiotis 1 2019 Truncated fractional moments of stable laws. Zbl 1406.60030Nolan, John P. 1 2018 A measure of dependence for stable distributions. Zbl 1385.60036Alparslan, Uğur Tuncay; Nolan, John P. 2 2016 An R package for modeling and simulating generalized spherical and related distributions. Zbl 1349.62013Nolan, John P. 2 2016 Multivariate elliptically contoured stable distributions: theory and estimation. Zbl 1306.65118Nolan, John P. 38 2013 Dense classes of multivariate extreme value distributions. Zbl 1277.62143Fougères, Anne-Laure; Mercadier, Cécile; Nolan, John P. 10 2013 Linear and nonlinear regression with stable errors. Zbl 1443.62204Nolan, John P.; Ojeda-Revah, Diana 6 2013 Metrics for multivariate stable distributions. Zbl 1210.60022Nolan, John P. 3 2010 Models for dependent extremes using stable mixtures. Zbl 1195.62067Fougéres, Anne-Laure; Nolan, John P.; Rootzén, Holger 14 2009 Infinite divisibility of skew Gaussian and Laplace laws. Zbl 1147.60008Kozubowski, Tomasz J.; Nolan, John P. 6 2008 Fast and accurate computation of the myriad filter via branch-and-bound search. Zbl 1390.90477Núñez, Rafael C.; Gonzalez, Juan G.; Arce, Gonzalo R.; Nolan, John P. 3 2008 Maximum likelihood estimation and diagnostics for stable distributions. Zbl 0971.62008Nolan, John P. 54 2001 Estimation of stable spectral measures. Zbl 1004.62028Nolan, J. P.; Panorska, A. K.; McCulloch, J. H. 32 2001 An algorithm for evaluating stable densities in Zolotarev’s \((M)\) parameterization. Zbl 1037.68973Nolan, J. P. 15 1999 Tail behavior, modes and other characteristics of stable distribution. Zbl 0947.60016Fofack, Hippolite; Nolan, John P. 7 1999 Parameterizations and modes of stable distributions. Zbl 1246.60028Nolan, John P. 25 1998 Multivariate stable densities as functions of one dimensional projections. Zbl 0915.60025Abdul-Hamid, Husein; Nolan, John P. 12 1998 Multivariate stable distributions: Approximation, estimation, simulation and identification. Zbl 0927.60021Nolan, John P. 8 1998 Univariate stable distributions: Parameterizations and software. Zbl 0927.60022Nolan, John P. 1 1998 Numerical calculation of stable densities and distribution functions. Zbl 0899.60012Nolan, John P. 109 1997 Data analysis for heavy tailed multivariate samples. Zbl 0899.60011Nolan, John P.; Panorska, Anna K. 11 1997 Calculation of multidimensional stable densities. Zbl 0850.60007Nolan, J. P.; Rajput, B. 7 1995 A method for simulating stable random vectors. Zbl 0944.65004Modarres, R.; Nolan, J. P. 21 1994 Approximation of multidimensional stable densities. Zbl 0790.60020Byczkowski, Tomasz; Nolan, John P.; Rajput, Balram 30 1993 On the oscillation of infinitely divisible and some other processes. Zbl 0709.60040Cambanis, Stamatis; Nolan, John P.; Rosinski, Jan 4 1990 Local nondeterminism and local times for stable processes. Zbl 0659.60106Nolan, John P. 20 1989 Continuity of symmetric stable processes. Zbl 0675.60036Nolan, John P. 3 1989 Path properties of index-\(\beta\) stable fields. Zbl 0673.60043Nolan, John P. 10 1988 Equivalent norms on analytic subspaces of \(L^ p\). Zbl 0626.46017Nolan, John P.; Sinkala, Zachariah 2 1987 all cited Publications top 5 cited Publications all top 5 Cited by 524 Authors 14 Nolan, John P. 10 Meerschaert, Mark Marvin 10 Meintanis, Simos G. 7 Mohammadpour, Adel 7 Panorska, Anna K. 7 Soltani, Ahmad Reza 7 Xiao, Yimin 6 Kozubowski, Tomasz J. 6 Veredas, David 5 Guo, Xu 5 Hušková, Marie 5 Matsui, Muneya 5 Rachev, Svetlozar T. 4 Ayache, Antoine 4 Bäumer, Boris 4 Calzolari, Giorgio 4 Grabchak, Michael 4 Lombardi, Marco J. 4 Mohammadi, Mohammad Hassan 4 Ortobelli, Sergio 4 Scheffler, Hans-Peter 4 Tichý, Tomáš 4 Wyłomańska, Agnieszka 4 Zhu, Lixing 3 Bertsimas, Dimitris John 3 Fougères, Anne-Laure 3 Kalinauskaitė, Nijolė Liucija 3 Klüppelberg, Claudia 3 Nadarajah, Saralees 3 Ogata, Hiroaki 3 Ravishanker, Nalini 3 Reich, Brian James 3 Shaby, Benjamin A. 3 Takemura, Akimichi 3 Upadhye, Neelesh S. 2 Aminghafari, Mina 2 Andrews, Beth 2 Bandi, Chaithanya 2 Belomestny, Denis 2 Chand, Arya Kumar Bedabrata 2 Chen, Feifei 2 Chen, Zhiping 2 Davis, Richard A. 2 de Souza, Roberto Molina 2 Ding, Yujia 2 Doganoglu, Toker 2 Dominicy, Yves 2 Dong, Yiqiu 2 Dozzi, Marco E. 2 Duan, Jinqiao 2 Grzesiek, Aleksandra 2 Halbleib, Roxana 2 Hallin, Marc 2 Hareesh, G. 2 Hlávka, Zdeněk 2 Huang, Ting-Zhu 2 Jiménez-Gamero, María Dolores 2 Karling, Maicon J. 2 Kelly, James F. 2 Kouaissah, Noureddine 2 Kovács, Mihály 2 Kumar, Mohit 2 Kuruoglu, Ercan Engin 2 Lando, Tommaso 2 Lavery, John E. 2 Lopes, Sílvia R. C. 2 Luchko, Yuri 2 Mami, Tawfiq Fawzi 2 Marinelli, Carlo 2 McCulloch, J. Huston 2 Mei, Jin-Jin 2 Mittnik, Stefan 2 Nešlehová, Johanna G. 2 O’Neil, Michael 2 Ouadjed, Hakim 2 Peng, Qidi 2 Petronio, Filomena 2 Pretorius, Charl 2 Rajput, Balram S. 2 Richter, Wolf-Dieter 2 Ros-Oton, Xavier 2 Rosiński, Jan 2 Rubio, Francisco Javier 2 Sabourin, Anne 2 Saenko, Viacheslav V. 2 Serra Montolí, Joaquim 2 Shen, Guangjun 2 Shieh, Narn-Rueih 2 Stoev, Stilian A. 2 Swan, Yvik C. 2 Taniguchi, Masanobu 2 Teimouri, Mahdi 2 Teuerle, Marek A. 2 Tsionas, Efthymios G. 2 Verdebout, Thomas 2 Zhao, Jianqiang 2 Zhao, Yanyong 2 Zhao, Zhibiao 1 Aban, Inmaculada B. 1 Abdul-Hamid, Husein ...and 424 more Authors all top 5 Cited in 115 Serials 23 Journal of Multivariate Analysis 15 Statistics & Probability Letters 14 Computational Statistics and Data Analysis 12 Journal of Econometrics 12 Stochastic Processes and their Applications 11 Communications in Statistics. Theory and Methods 9 Mathematical and Computer Modelling 7 Communications in Statistics. Simulation and Computation 6 Computers & Mathematics with Applications 6 Journal of Statistical Computation and Simulation 6 Test 6 Extremes 6 Statistics and Computing 5 Lithuanian Mathematical Journal 5 Metrika 5 Physica A 5 Journal of Statistical Planning and Inference 5 Journal of Theoretical Probability 5 Bernoulli 5 Methodology and Computing in Applied Probability 4 The Annals of Statistics 4 Journal of Computational and Applied Mathematics 4 Statistics 4 Computational Statistics 4 Statistical Papers 4 Journal of Applied Statistics 4 Electronic Journal of Statistics 3 Journal of Applied Probability 3 Kybernetika 3 Fractional Calculus & Applied Analysis 3 Brazilian Journal of Probability and Statistics 3 Journal of Agricultural, Biological, and Environmental Statistics 3 Journal of Statistical Distributions and Applications 2 Scandinavian Journal of Statistics 2 Annals of the Institute of Statistical Mathematics 2 Applied Mathematics and Computation 2 Automatica 2 Mathematics and Computers in Simulation 2 Journal of Scientific Computing 2 European Journal of Operational Research 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 Journal of Mathematical Sciences (New York) 2 Fractals 2 Chaos 2 Stochastic Models 2 OR Spectrum 2 Statistical Methods and Applications 2 Journal of Statistical Theory and Practice 2 Algorithms 2 Science China. Mathematics 1 Journal of Mathematical Biology 1 Physics Letters. A 1 Bulletin of Mathematical Biology 1 The Annals of Probability 1 Duke Mathematical Journal 1 Journal of the American Statistical Association 1 Journal of Differential Equations 1 Journal of Mathematical Psychology 1 Meccanica 1 Monatshefte für Mathematik 1 Operations Research 1 Transactions of the American Mathematical Society 1 Circuits, Systems, and Signal Processing 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Physica D 1 Probability Theory and Related Fields 1 Science in China. Series A 1 Signal Processing 1 Annals of Operations Research 1 Neural Computation 1 Economics Letters 1 Applied Mathematical Modelling 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Mathematical Programming. Series A. Series B 1 Journal of Mathematical Imaging and Vision 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Computational Economics 1 SIAM Journal on Scientific Computing 1 Applied Mathematics. Series B (English Edition) 1 Mathematical Methods of Statistics 1 Random Operators and Stochastic Equations 1 Journal of Nonparametric Statistics 1 Finance and Stochastics 1 Abstract and Applied Analysis 1 Australian & New Zealand Journal of Statistics 1 Far East Journal of Theoretical Statistics 1 The Econometrics Journal 1 International Journal of Theoretical and Applied Finance 1 Macroeconomic Dynamics 1 Statistical Inference for Stochastic Processes 1 Communications in Nonlinear Science and Numerical Simulation 1 Annales Mathematicae Silesianae 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Journal of Systems Science and Complexity 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Stochastics and Dynamics 1 Multiscale Modeling & Simulation 1 North American Actuarial Journal ...and 15 more Serials all top 5 Cited in 28 Fields 195 Statistics (62-XX) 191 Probability theory and stochastic processes (60-XX) 46 Numerical analysis (65-XX) 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Partial differential equations (35-XX) 14 Computer science (68-XX) 14 Information and communication theory, circuits (94-XX) 7 Operations research, mathematical programming (90-XX) 6 Real functions (26-XX) 6 Statistical mechanics, structure of matter (82-XX) 6 Biology and other natural sciences (92-XX) 5 Special functions (33-XX) 4 Approximations and expansions (41-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 3 Measure and integration (28-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Fluid mechanics (76-XX) 3 Geophysics (86-XX) 3 Systems theory; control (93-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Combinatorics (05-XX) 1 Algebraic geometry (14-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Ordinary differential equations (34-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Convex and discrete geometry (52-XX) 1 Mechanics of deformable solids (74-XX) Citations by Year