Pages that link to "Item:Q3390458"
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The following pages link to Estimation and simulation for multivariate tempered stable distributions (Q3390458):
Displaying 8 items.
- Simulations of full multivariate Tweedie with flexible dependence structure (Q333383) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- Approximating Multivariate Tempered Stable Processes (Q5388747) (← links)
- Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities (Q6190646) (← links)
- Estimation for multivariate normal rapidly decreasing tempered stable distributions (Q6552936) (← links)
- Parametric estimation of tempered stable laws (Q6634817) (← links)