Personal information

mathematics, statistics, genetics, signal processing, finance
United States

Activities

Employment (5)

American University: Washington, DC, US

1989 to present | Professor (Math/Stat)
Employment
Source: Self-asserted source
John P Nolan

Quantitative Medicine Inc: Annapolis, Maryland, US

1987 to 1989 | software engineer (Research)
Employment
Source: Self-asserted source
John P Nolan

University of North Florida: Jacksonville, FL, US

1987 to 1988 | Assistant Professor (Math)
Employment
Source: Self-asserted source
John P Nolan

Kenyon College: Gambier, OH, US

1984 to 1986 | Assistant Professor (Math)
Employment
Source: Self-asserted source
John P Nolan

University of Zambia: Lusaka, ZM

1982 to 1984 | Lecturer (Math)
Employment
Source: Self-asserted source
John P Nolan

Education and qualifications (3)

University of Virginia: Charlottesville, VA, US

1982 | PhD (Math)
Education
Source: Self-asserted source
John P Nolan

University of Maryland: College Park, MD, US

1973-01 to 1975-12 | BS (Math)
Education
Source: Self-asserted source
John P Nolan

New College of Florida: Sarasota, FL, US

1972-09 to 1972-12 (Math)
Education
Source: Self-asserted source
John P Nolan

Works (50 of 65)

Items per page:
Page 1 of 2

An alternative bearing fault detection strategy for vibrating screen bearings

Journal of Vibration and Control
2024-10 | Journal article
Contributors: Zhongbin Wei; Yuanbo Xu; John P Nolan
Source: check_circle
Crossref

Computation of Riesz \(\boldsymbol{\alpha }\)-Capacity \(\boldsymbol{\textrm{C}}_{\boldsymbol{\alpha}}\) of General Sets in \(\boldsymbol{\mathbb{R}}^{\boldsymbol{d}}\) Using Stable Random Walks

SIAM Journal on Applied Mathematics
2024-04-30 | Journal article
Part of ISSN: 0036-1399
Part of ISSN: 1095-712X
Contributors: John P. Nolan; Debra J. Audus; Jack F. Douglas
Source: Self-asserted source
John P Nolan

Modeling multivariate extremes

WIREs Computational Statistics
2024-03 | Journal article
Contributors: John P. Nolan
Source: check_circle
Crossref

Random Variate Generation for the First Hit of a Ball for the Symmetric Stable Process in $$\mathbb {R}^d$$

Journal of Statistical Theory and Practice
2024-03 | Journal article
Contributors: Luc Devroye; John P. Nolan
Source: check_circle
Crossref

Computational aspects of stable distributions

WIREs Computational Statistics
2022-07 | Journal article
Contributors: John P. Nolan
Source: check_circle
Crossref

Robust nonlinear compressive sampling using symmetric alpha-stable distributions

Signal Processing
2021-05 | Journal article
Contributors: George Tzagkarakis; John P. Nolan; Panagiotis Tsakalides
Source: check_circle
Crossref

Univariate stable distributions

Springer Verlag
2020 | Book
Source: Self-asserted source
John P Nolan

A graphical diagnostic for heavy tailed data

Applied Stochastic Models in Business and Industry
2020-11 | Journal article
Contributors: John P. Nolan
Source: check_circle
Crossref

Compressive Sensing Using Symmetric Alpha-Stable Distributions for Robust Sparse Signal Reconstruction

IEEE Transactions on Signal Processing
2019-02-01 | Journal article
Part of ISSN: 1053-587X
Part of ISSN: 1941-0476
Source: Self-asserted source
John P Nolan

Truncated fractional moments of stable laws

Statistics & Probability Letters
2018-06 | Journal article
Contributors: John P. Nolan
Source: check_circle
Crossref

Erlang renewal models for genetic recombination

Journal of Statistical Distributions and Applications
2017-12 | Journal article
Contributors: John P. Nolan
Source: check_circle
Crossref

A measure of dependence for stable distributions

Extremes
2016 | Journal article
Source: Self-asserted source
John P Nolan

gensphere: Generalized Spherical Distributions

2016 | Manual
Source: Self-asserted source
John P Nolan

An R package for modeling and simulating generalized spherical and related distributions

Journal of Statistical Distributions and Applications
2016-12 | Journal article
Contributors: John P. Nolan
Source: check_circle
Crossref

mvmesh: Multivariate Meshes and Histograms in Arbitrary Dimensions

2015 | Manual
Source: Self-asserted source
John P Nolan

SimplicialCubature: Integration of Functions Over Simplices

2015 | Manual
Source: Self-asserted source
John P Nolan

SphericalCubature: Numerical integration over spheres and balls in n-dimensions; multivariate polar coordinates

2015 | Manual
Source: Self-asserted source
John P Nolan

Financial modeling with heavy-tailed stable distributions

WIREs Comput Stat
2014-01 | Journal article
DOI:

10.1002/wics.1286

Part of ISSN:

1939-5108

Contributors: John P. Nolan
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

Dense classes of multivariate extreme value distributions

J. Multivariate Analysis
2013 | Journal article
Source: Self-asserted source
John P Nolan

Linear and nonlinear regression with stable errors

J. of Econometrics
2013 | Journal article
Source: Self-asserted source
John P Nolan

Multivariate elliptically contoured stable distributions: theory and estimation

Computational Statistics
2013 | Journal article
Source: Self-asserted source
John P Nolan

Multivariate elliptically contoured stable distributions: theory and estimation

Comput Stat
2013-10 | Journal article
DOI:

10.1007/s00180-013-0396-7

Part of ISSN:

0943-4062

Contributors: John P. Nolan
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

Linear and nonlinear regression with stable errors

Journal of Econometrics
2013-02 | Journal article
DOI:

10.1016/j.jeconom.2012.08.008

Part of ISSN:

0304-4076

Contributors: John P. Nolan; Diana Ojeda-Revah
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

R as a Tool in Computational Finance

Handbook of Computational Finance
2012 | Other
DOI:

10.1007/978-3-642-17254-0_29

ISBN:

978-3-642-17253-3

Contributors: John P. Nolan
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

Metrics for multivariate stable distributions

Stability in Probability
2010 | Conference paper
DOI:

10.4064/bc90-0-6

Part of ISBN:

978-83-86806-09-6

Contributors: John P. Nolan
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

Stable filters: A robust signal processing framework for heavy-tailed noise

Proceedings of the 2010 IEEE Radar Conference
2010 | Conference paper
Source: Self-asserted source
John P Nolan

Simultaneous prediction intervals for ARMA processes with stable innovations

J. Forecast.
2009-04 | Journal article
DOI:

10.1002/for.1102

Part of ISSN:

0277-6693

Contributors: John P. Nolan; Nalini Ravishanker
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

Advances in nonlinear signal processing for heavy tailed noise

2008 | Conference paper
Source: Self-asserted source
John P Nolan

Fast and accurate computation of the myriad filter via branch-and-bound search

IEEE Transactions on Signal Processing
2008 | Journal article
Source: Self-asserted source
John P Nolan

Infinite divisibility of skew Gaussian and Laplace Laws

Statistics and Probability Letters
2008 | Journal article
Source: Self-asserted source
John P Nolan

Models for Dependent Extremes Using Stable Mixtures

Scandinavian Journal of Statistics
2008-08 | Journal article
DOI:

10.1111/j.1467-9469.2008.00613.x

Part of ISSN:

0303-6898

Contributors: ANNE-LAURE FOUGÈRES; JOHN P. NOLAN; HOLGER ROOTZÉN
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

A randomness test for stable data

CompStat 2006
2006 | Conference paper
Source: Self-asserted source
John P Nolan

Using Scale Mixtures of Normals to Model Continuoulsy Compounded Returns

Journal of Modern Applied Statistical Methods
2005 | Journal article
Source: Self-asserted source
John P Nolan

Approximating Infinite Scale Mixtures

Stochastic Processes and Functional Analysis: A Volume of Recent Advances in Honor of M. M. Rao
2004 | Book chapter
Source: Self-asserted source
John P Nolan

Estimating the parameters of infinite scale mixtures or normals

Proceedings of the 36th Symposium on the Interface: Computing Science and Statistics
2004 | Conference paper
Source: Self-asserted source
John P Nolan

Modeling financial data with stable distributions

Handbook of Heavy Tailed Distributions in Finance
2003 | Other
DOI:

10.1016/b978-044450896-6.50005-4

ISBN:

9780444508966

Contributors: John P. Nolan
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

Distribution of parallel exchange rates in African countries

J. Intl. Money and Finance
2001 | Journal article
Source: Self-asserted source
John P Nolan

Estimation of stable spectral measures

Mathematical and Computer Modelling
2001 | Journal article
Source: Self-asserted source
John P Nolan

Maximum Likelihood Estimation and Diagnostics for Stable Distributions

Lévy Processes
2001 | Other
DOI:

10.1007/978-1-4612-0197-7_17

ISBN:

978-1-4612-6657-0

Contributors: John P. Nolan
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

Measures of dependence for symmetric stable distributions

Proceedings of the 2001 IEEE-EURASIP Workshop on Nonlinear Signal and Image Processing
2001 | Conference paper
Source: Self-asserted source
John P Nolan

Estimation of stable spectral measures

Mathematical and Computer Modelling
2001-11 | Journal article
DOI:

10.1016/s0895-7177(01)00119-4

Part of ISSN:

0895-7177

Contributors: J.P. Nolan; A.K. Panorska; J.H. McCulloch
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

Approximating Variance Mixtures of Normals

Proceedings of Conference in Heavy Tailed Distributions in Economics, Engineering and Statistics
1999 | Conference paper
Source: Self-asserted source
John P Nolan

Fitting data and assessing goodness-of-fit with stable distributions

Proceedings of the ASA-IMS Conference on Heavy Tailed Distributions
1999 | Conference paper
Source: Self-asserted source
John P Nolan

Tail behavior, modes and other characteristics of stable distributions

Extremes
1999 | Journal article
Source: Self-asserted source
John P Nolan

An algorithm for evaluating stable densities in Zolotarev's (M) parameterization

Mathematical and Computer Modelling
1999-05 | Journal article
DOI:

10.1016/s0895-7177(99)00105-3

Part of ISSN:

0895-7177

Contributors: J.P. Nolan
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

Multivariate stable distributions: approximation, estimation, simulation and identification

A Practical Guide to Heavy Tails
1998 | Book chapter
Source: Self-asserted source
John P Nolan

Parameter estimation and data analysis for stable distributions

IEEE Proceedings of the 31st Asilomar Conference on Signal Processing
1998 | Conference paper
Source: Self-asserted source
John P Nolan

Multivariate Stable Densities as Functions of One Dimensional Projections

Journal of Multivariate Analysis
1998-10 | Journal article
DOI:

10.1006/jmva.1998.1755

Part of ISSN:

0047-259X

Contributors: Husein Abdul-Hamid; John P. Nolan
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

Parameterizations and modes of stable distributions

Statistics & Probability Letters
1998-06 | Journal article
DOI:

10.1016/s0167-7152(98)00010-8

Part of ISSN:

0167-7152

Contributors: John P. Nolan
Source: Self-asserted source
John P Nolan via Crossref Metadata Search

Data analysis for heavy tailed multivariate samples

Comm. in Stat. - Stochastic Models
1997 | Journal article
Source: Self-asserted source
John P Nolan
Items per page:
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Peer review (1 review for 1 publication/grant)

Review activity for Journal of mathematical sciences. (1)