Pages that link to "Item:Q2965581"
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The following pages link to Tempered stable Ornstein– Uhlenbeck processes: A practical view (Q2965581):
Displaying 22 items.
- Discussion of `On simulation and properties of the stable law' by Devroye and James (Q257657) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- Tempering stable processes (Q885259) (← links)
- On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233) (← links)
- A simple model on streamflow management with a dynamic risk measure (Q2080031) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach (Q2168629) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes (Q2631807) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Riding with the four horsemen and the multivariate normal tempered stable model (Q2814666) (← links)
- Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
- On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)
- Multi-modal tempered stable distributions and prosses with applications to finance (Q5077485) (← links)
- On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760) (← links)
- Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution (Q5359824) (← links)
- Approximating Multivariate Tempered Stable Processes (Q5388747) (← links)
- Estimation for multivariate normal rapidly decreasing tempered stable distributions (Q6552936) (← links)
