Pages that link to "Item:Q61368"
From MaRDI portal
The following pages link to Tempered stable distributions and processes (Q61368):
Displaying 14 items.
- (Q5497612) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
- On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)
- On the convolution equivalence of tempered stable distributions on the real line (Q6540882) (← links)
- Short-time implied volatility of additive normal tempered stable processes (Q6549591) (← links)
- Goodness-of-fit test for stochastic processes using even empirical moments statistic (Q6571811) (← links)
- Average-tempered stable subordinators with applications (Q6579706) (← links)
- Regulating stochastic clocks§ (Q6592292) (← links)
- Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\) (Q6620100) (← links)
- Parametric estimation of tempered stable laws (Q6634817) (← links)
- Bivariate tempered space-fractional Poisson process and shock models (Q6639541) (← links)
