Law of Large Numbers, Heavy-Tailed Distributions, and the Recent Financial Crisis

被引：0

作者：

Vidyasagar, Mathukumalli ^{[1
]}

机构：

[1] Univ Texas Dallas, Erik Jonsson Sch Engn & Comp Sci, Richardson, TX 75080 USA

来源：

PERSPECTIVES IN MATHEMATICAL SYSTEM THEORY, CONTROL, AND SIGNAL PROCESSING | 2010年 / 398卷

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：285 / 295

页数：11

共 50 条

[1] Financial modeling with heavy-tailed stable distributions
Nolan, John P.
[J]. WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS, 2014, 6 (01): : 45 - 55
[2] Taylor's law and heavy-tailed distributions
Lindquist, W. Brent
Rachev, Svetlozar T.
[J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2021, 118 (50)
[3] ON THE GENERATION OF RANDOM NUMBERS FROM HEAVY-TAILED DISTRIBUTIONS
RESTREPO, A
BOVIK, AC
[J]. PROCEEDINGS OF THE IEEE, 1988, 76 (07) : 838 - 840
[4] Heavy-tailed distributions and their applications
Su, C
Tang, QH
[J]. PROBABILITY, FINANCE AND INSURANCE, 2004, : 218 - 236
[5] Heavy-tailed log hydraulic conductivity distributions imply heavy-tailed log velocity distributions
Kohlbecker, MV
Wheatcraft, SW
Meerschaert, MM
[J]. WATER RESOURCES RESEARCH, 2006, 42 (04)
[6] A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
Cornea-Madeira, Adriana
Davidson, Russell
[J]. ECONOMETRIC THEORY, 2015, 31 (03) : 449 - 470
[7] ON THE ACCURACY OF INFERENCE ON HEAVY-TAILED DISTRIBUTIONS
Novak, S. Y.
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2014, 58 (03) : 509 - U202
[8] Estimating the Mean of Heavy-Tailed Distributions
Joachim Johansson
[J]. Extremes, 2003, 6 (2) : 91 - 109
[9] Estimating the Marginal Law of a Time Series With Applications to Heavy-Tailed Distributions
Francq, Christian
Zakoian, Jean-Michel
[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2013, 31 (04) : 412 - 425
[10] On learning mixtures of heavy-tailed distributions
Dasgupta, A
Hopcroft, J
Kleinberg, J
Sandler, M
[J]. 46th Annual IEEE Symposium on Foundations of Computer Science, Proceedings, 2005, : 491 - 500

← 1 2 3 4 5 →