Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes |
scientific article |
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Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (English)
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21 October 2011
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acceptance-rejecting sampling
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Lévy process
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Ornstein-Uhlenbeck process
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subordinator
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tempered stable distribution
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