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

Newer edit →

@@ 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
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++2021-03-18T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
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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