Exact simulation of tempered stable Ornstein–Uhlenbeck processes (Q5300752): Difference between revisions

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Latest revision as of 14:50, 6 July 2024

scientific article; zbMATH DE number 6182253
Language Label Description Also known as
English
Exact simulation of tempered stable Ornstein–Uhlenbeck processes
scientific article; zbMATH DE number 6182253

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    Exact simulation of tempered stable Ornstein–Uhlenbeck processes (English)
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    28 June 2013
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    self-decomposability
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    tempered stable
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    Ornstein-Uhlenbeck
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    random sample generation
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    rejection method
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