Fast simulation of tempered stable Ornstein-Uhlenbeck processes
type: Item
instance of: scholarly article
title: Fast simulation of tempered stable Ornstein-Uhlenbeck processes
zbMATH Open document ID: 1505.62349
author: Piergiacomo Sabino
author: Nicola Cufaro Petroni
published in: Computational Statistics
publication date: 2022-11-15T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7616940
zbMATH Keywords: Lévy-driven Ornstein-Uhlenbeck processes
zbMATH Keywords: self-decomposable laws
zbMATH Keywords: tempered stable distributions
zbMATH Keywords: simulations
MaRDI profile type: Publication
full work available at URL: s00180-022-01205-8
OpenAlex ID: W4214695291
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DOI: 10.1007/S00180-022-01205-8
description: scientific article; zbMATH DE number 7616940