Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929): Difference between revisions

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Latest revision as of 21:33, 4 July 2024

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Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes
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    Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (English)
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    26 January 2012
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    self-decomposability
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    generalized inverse Gaussian
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    Ornstein-Uhlenbeck
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    random sample generation
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    estimation
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    stochastic integral
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    Poisson distribution
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