Pages that link to "Item:Q4997193"
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The following pages link to Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193):
Displaying 14 items.
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Exact simulation of IG-OU processes (Q1042535) (← links)
- Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\) (Q1691501) (← links)
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- Shot noise, weak convergence and diffusion approximations (Q2077868) (← 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)
- Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (Q2284760) (← links)
- Tempered stable Ornstein– Uhlenbeck processes: A practical view (Q2965581) (← links)
- Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
- Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
- Point process simulation of generalised hyperbolic Lévy processes (Q6190653) (← links)
- A remark on exact simulation of tempered stable Ornstein-Uhlenbeck processes (Q6639524) (← links)
