1 citations · 2 across the 2 of their papers we have counts for
3 papers
Minding impacting events in a model of stochastic variance
Silvio M. Duarte Queiros, Evaldo M. F. Curado, Fernando D. Nobre
We introduce a generalisation of the well-known ARCH process, widely used for generating uncorrelated stochastic time series with long-term non-Gaussian distributions and long-last…
Effect of platy- and leptokurtic distributions in the random-field Ising model: Mean field approach
Silvio M. Duarte Queiros, Nuno Crokidakis, Diogo O. Soares-Pinto
The influence of the tail features of the local magnetic field probability density function (PDF) on the ferromagnetic Ising model is studied in the limit of infinite range interac…
Power-law distributions in economics: a nonextensive statistical approach
Silvio M. Duarte Queiros, Celia Anteneodo, Constantino Tsallis
The cornerstone of Boltzmann-Gibbs () statistical mechanics is the Boltzmann-Gibbs-Jaynes-Shannon entropy , where is a positive consta…