Goodness-of-fit test for $$\alpha$$-stable distribution based on the quantile conditional variance statistics

New fat-tail normality test based on conditional second moments with applications to finance

(2020) Damian Jelito et al.   STATISTICAL PAPERS

Selection of the Informative Frequency Band in a Bearing Fault Diagnosis in the Presence of Non-Gaussian Noise—Comparison of Recently Developed Methods

(2020) Justyna Hebda-Sobkowicz et al.   Applied Sciences-Basel

A note on conditional variance and characterization of probability distributions

(2020) Piotr Jaworski et al.   STATISTICS & PROBABILITY LETTERS

The Stochastic Geometry Analyses of Cellular Networks With $\alpha$ -Stable Self-Similarity

(2018) Rongpeng Li et al.   IEEE TRANSACTIONS ON COMMUNICATIONS

Bivariate sub-Gaussian model for stock index returns

(2017) Matylda Jabłońska-Sabuka et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Data-Driven Iterative Vibration Signal Enhancement Strategy Using Alpha Stable Distribution

(2017) Grzegorz Żak et al.   SHOCK AND VIBRATION

A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of α-stable distributions

(2016) Eugenia Koblents et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

The 20-60-20 rule

(2016) Piotr Jaworski et al.   DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B

Codifference as a practical tool to measure interdependence

(2015) Agnieszka Wyłomańska et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Non-Gaussian polymers described by alpha-stable chain statistics: Model, effective interactions in binary mixtures, and application to on-surface separation

(2015) M. Majka et al.   PHYSICAL REVIEW E

Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem

(2015) Krzysztof Burnecki et al.   PLoS One

Exact confidence sets and goodness-of-fit methods for stable distributions

(2014) Marie-Claude Beaulieu et al.   JOURNAL OF ECONOMETRICS

Fluctuations of healthy and unhealthy heartbeat intervals

(2013) Boon Leong Lan et al.   EPL

A new statistical modeling and detection method for rolling element bearing faults based on alpha–stable distribution

(2013) Gang Yu et al.   MECHANICAL SYSTEMS AND SIGNAL PROCESSING

Recognition of stable distribution with Lévy indexαclose to 2

(2012) Krzysztof Burnecki et al.   PHYSICAL REVIEW E

Intratumor Heterogeneity in Evolutionary Models of Tumor Progression

(2011) Rick Durrett et al.   GENETICS

α-Stable Limit Laws for Harmonic Mean Estimators of Marginal Likelihoods

(2011) Robert L. Wolpert et al.   STATISTICA SINICA

Likelihood-free Bayesian inference for -stable models

(2010) G.W. Peters et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Kinetic equation of linear fractional stable motion and applications to modeling the scaling of intermittent bursts

(2009) N. W. Watkins et al.   PHYSICAL REVIEW E

Spectral and statistical analysis of fluctuations in the SOL and diverted plasmas of the Uragan-3M torsatron

(2009) A. A. Beletskii et al.   PLASMA PHYSICS REPORTS

A Lévy flight for light

(2008) Pierre Barthelemy et al.   NATURE