On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428): Difference between revisions

@@ Property / author @@
-Xin Sheng Zhang
@@ Property / author: Xin Sheng Zhang / rank @@
-Normal rank
@@ Property / author @@
+Xin Sheng Zhang
@@ Property / author: Xin Sheng Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1239/jap/1253279848
+Normal rank
@@ Property / OpenAlex ID @@
+W1971309414
@@ Property / OpenAlex ID: W1971309414 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2738733
@@ Property / cites work: Q2738733 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
+Normal rank
@@ Property / cites work @@
+Q4431597
@@ Property / cites work: Q4431597 / rank @@
+Normal rank
@@ Property / cites work @@
+Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling
+Normal rank
@@ Property / cites work @@
+A Method for Simulating Stable Random Variables
@@ Property / cites work: A Method for Simulating Stable Random Variables / rank @@
+Normal rank
@@ Property / cites work @@
+Q3723577
@@ Property / cites work: Q3723577 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Survival models for heterogeneous populations derived from stable distributions
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution
+Normal rank
@@ Property / cites work @@
+On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
+Normal rank
@@ Property / cites work @@
+Exact simulation of IG-OU processes
@@ Property / cites work: Exact simulation of IG-OU processes / rank @@
+Normal rank
@@ Property / cites work @@
+Parametric estimation of discretely sampled Gamma-OU processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3182428