Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:53, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes |
scientific article |
Statements
Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (English)
0 references
26 January 2012
0 references
self-decomposability
0 references
generalized inverse Gaussian
0 references
Ornstein-Uhlenbeck
0 references
random sample generation
0 references
estimation
0 references
stochastic integral
0 references
Poisson distribution
0 references