An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import241208061232 (talk | contribs)
Normalize DOI.
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.spl.2020.109015 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3085984107 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 2009.05696 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling heterogeneity in survival analysis by the compound Poisson distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tempered Infinitely Divisible Distributions and Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Method for Simulating Stable Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Exact Sampling of Nonnegative Infinitely Divisible Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact simulation of generalised Vervaat perpetuities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The method of simulated quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a new Class of Tempered Stable Distributions: Moments and Regular Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tempered Stable Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the simulation of general tempered stable Ornstein–Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sampling Exponentially Tilted Stable Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On simulation of tempered stable random variates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3003679 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3083935 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tempering stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized tempered stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalization of the Gamma Distribution / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.SPL.2020.109015 / rank
 
Normal rank

Revision as of 11:16, 9 December 2024

scientific article
Language Label Description Also known as
English
An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
scientific article

    Statements

    170
    0 references
    109015
    0 references
    March 2021
    0 references
    18 March 2021
    0 references
    0 references
    0 references
    An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (English)
    0 references
    tempered stable
    0 references
    RDTS
    0 references
    simulation
    0 references

    Identifiers