Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes
type: Item
instance of: scholarly article
title: Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes
zbMATH Open document ID: 1232.65011
author: Shibin Zhang
published in: Methodology and Computing in Applied Probability
publication date: 2012-01-26T00:00:00Z
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 65H05
Mathematics Subject Classification ID: 65C20
zbMATH DE Number: 6000273
zbMATH Keywords: self-decomposability
zbMATH Keywords: generalized inverse Gaussian
zbMATH Keywords: Ornstein-Uhlenbeck
zbMATH Keywords: random sample generation
zbMATH Keywords: estimation
zbMATH Keywords: stochastic integral
zbMATH Keywords: Poisson distribution
describes a project that uses: QUADPACK
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: s11009-010-9179-6
OpenAlex ID: W1982258992
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DOI: 10.1007/S11009-010-9179-6
description: scientific article; zbMATH DE number 6000273