An end-to-end deep learning approach for extracting stochastic dynamical systems with α-stable Lévy noise
Recently, extracting data-driven governing laws of dynamical systems through deep
learning frameworks has gained much attention in various fields. Moreover, a growing …
learning frameworks has gained much attention in various fields. Moreover, a growing …
Logarithmic moments for mixture of symmetric alpha stable modelling
M Tajmirriahi, Z Amini… - IEEE Signal Processing …, 2022 - ieeexplore.ieee.org
Mixture of symmetric-stable (ss) models can be used to model impulsive data with heavy-
tailed distribution. Lack of closed-form expression for-stable distributions is a challenge for …
tailed distribution. Lack of closed-form expression for-stable distributions is a challenge for …
Estimation of sub-Gaussian random vectors using the method of moments
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has
interesting applications in signal processing and financial mathematics. This work …
interesting applications in signal processing and financial mathematics. This work …