Exact simulation of IG-OU processes (Q1042535)
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scientific article; zbMATH DE number 5646335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of IG-OU processes |
scientific article; zbMATH DE number 5646335 |
Statements
Exact simulation of IG-OU processes (English)
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14 December 2009
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inverse Gaussian
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Lévy process
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process of Ornstein-Uhlenbeck type
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random sample generation
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estimating function
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0.86804587
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0.86034274
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0.8567328
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0.85325676
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0.8466992
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0.8448491
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0.84473467
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