A List of Our Contributions on Stable Distributions
1- Simulation and Computation
2000 Simulating exchangeable stable random vectors
2004 Simulating exchangeable sub-Gaussian random vectors
2009 Simulating log fractional stable motion
2011 R software for simulating stable random vectors
2012 R software for calculating 5 types of confidence intervals for scale-exponential distributions,
2- Characterization
2009 A randomness test for stable data
2010 Characterization of a sub-independent stable random vector
2013 Skewed stable distributions
3- Forecasting and Prediction
2009 Best linear prediction of stable time series
2012 Best linear estimation of regression with stable errors using ranked set sampling (RSS)
4- Univatiate Estimation
2012 Moment existence of order statistics of stable distributions
2012 BLUE (Best Linear Unbiased Estimator) of stable distribution parameters using RSS
2013 BLIE (Best Linear Invariant Estimator) of stable distribution parameters using RSS
2013 Four new estimators for four parameters of stable distributions
2013 Two estimators for index of stability of stable random vectors
5- Multivariate Estimation
2013 Estimation of spectral measure of stable random vectors
2013 Estimating multivariate stable distributions using wavelets
2013 Estimating mixture of multivariate stable distributions using a composite EM algorithm
2013 Estimating mixture of multivariate stable distributions using Gibbs sampling