Exact simulation of tempered stable Ornstein–Uhlenbeck processes (Q5300752)
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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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