Discrete tempered stable distributions

DOI10.1007/s11009-021-09904-3zbMath1497.60020OpenAlexW3203541862MaRDI QIDQ2157412

Michael Grabchak

Publication date: 28 July 2022

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-021-09904-3

zbMATH Keywords

simulationoverdispersiondiscrete stablediscrete tempered stable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Exact distribution theory in statistics (62E15)

Cites Work

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