Exact simulation of IG-OU processes
type: Item
instance of: scholarly article
title: Exact simulation of IG-OU processes
zbMATH Open document ID: 1192.68801
author: Shibin Zhang
author: Xinsheng Zhang
published in: Methodology and Computing in Applied Probability
publication date: 2009-12-14T00:00:00Z
Mathematics Subject Classification ID: 68U20
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 65C10
zbMATH DE Number: 5646335
zbMATH Keywords: inverse Gaussian
zbMATH Keywords: Lévy process
zbMATH Keywords: process of Ornstein-Uhlenbeck type
zbMATH Keywords: random sample generation
zbMATH Keywords: estimating function
MaRDI profile type: Publication
full work available at URL: s11009-007-9056-0
OpenAlex ID: W2090162582
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DOI: 10.1007/S11009-007-9056-0
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description: scientific article; zbMATH DE number 5646335