Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1017/jpr.2020.92 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3091463337 / rank | |||
Normal rank | |||
Revision as of 00:59, 20 March 2024
scientific article; zbMATH DE number 7364090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of Ornstein–Uhlenbeck tempered stable processes |
scientific article; zbMATH DE number 7364090 |
Statements
Exact simulation of Ornstein–Uhlenbeck tempered stable processes (English)
0 references
28 June 2021
0 references
Monte Carlo simulation
0 references
exact simulation
0 references
non-Gaussian Ornstein-Uhlenbeck process
0 references
tempered stable subordinator
0 references
tempered stable OU process
0 references
OU tempered stable process
0 references
