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

@@ Property / DOI @@
-.1016/j.spl.2020.109015
@@ Property / DOI: 10.1016/j.spl.2020.109015 / rank @@
-Normal rank
@@ Property / published in @@
+Statistics \& Probability Letters
@@ Property / published in: Statistics \& Probability Letters / rank @@
+Normal rank
@@ Property / publication date @@
+March 2021Timestamp +2021-03-18T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2021-03-18T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
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@@ Property / publication date: 18 March 2021 / rank @@
+Normal rank
@@ Property / author @@
+Michael Grabchak
@@ Property / author: Michael Grabchak / rank @@
+Normal rank
@@ Property / title @@
+An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.60030
@@ Property / zbMATH Open document ID: 1457.60030 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://arxiv.org/abs/2009.05696
@@ Property / full work available at URL: https://arxiv.org/abs/2009.05696 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E07
@@ Property / Mathematics Subject Classification ID: 60E07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C10
@@ Property / Mathematics Subject Classification ID: 65C10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+7325859
@@ Property / zbMATH DE Number: 7325859 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tempered stable
@@ Property / zbMATH Keywords: tempered stable / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+RDTS
@@ Property / zbMATH Keywords: RDTS / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+simulation
@@ Property / zbMATH Keywords: simulation / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3085984107
@@ Property / OpenAlex ID: W3085984107 / rank @@
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@@ Property / arXiv ID @@
+.05696
@@ Property / arXiv ID: 2009.05696 / rank @@
+Normal rank
@@ Property / cites work @@
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+Tempered Infinitely Divisible Distributions and Processes
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+A Method for Simulating Stable Random Variables
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+Tempered Stable Distributions
@@ Property / cites work: Tempered Stable Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+On the simulation of general tempered stable Ornstein–Uhlenbeck processes
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+Sampling Exponentially Tilted Stable Distributions
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+On simulation of tempered stable random variates
@@ Property / cites work: On simulation of tempered stable random variates / rank @@
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+Q3003679
@@ Property / cites work: Q3003679 / rank @@
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@@ Property / cites work @@
+Q3083935
@@ Property / cites work: Q3083935 / rank @@
+Normal rank
@@ Property / cites work @@
+Tempering stable processes
@@ Property / cites work: Tempering stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized tempered stable processes
@@ Property / cites work: Generalized tempered stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+A Generalization of the Gamma Distribution
@@ Property / cites work: A Generalization of the Gamma Distribution / rank @@
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@@ Property / DOI @@
+.1016/J.SPL.2020.109015
@@ Property / DOI: 10.1016/J.SPL.2020.109015 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:75218