Tempered stable Ornstein– Uhlenbeck processes: A practical view (Q2965581)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tempered stable Ornstein– Uhlenbeck processes: A practical view |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tempered stable Ornstein– Uhlenbeck processes: A practical view |
scientific article |
Statements
Tempered stable Ornstein– Uhlenbeck processes: A practical view (English)
0 references
3 March 2017
0 references
acceptance-rejection sampling
0 references
maximum likelihood estimation
0 references
Ornstein-Uhlenbeck processes
0 references
tempered infinitely divisible distributions
0 references
tempered stable distributions
0 references
0.93730307
0 references
0.93225956
0 references
0.9287867
0 references
0.9227338
0 references
0.91423494
0 references
0.91161335
0 references
0.9111868
0 references
0 references
0.9067784
0 references
