Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations
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Publication:2905725
DOI10.1080/03610918.2011.582561zbMath1489.62261OpenAlexW2017413576MaRDI QIDQ2905725
Hiroki Masuda, Reiichiro Kawai
Publication date: 28 August 2012
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2011.582561
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Markov processes: estimation; hidden Markov models (62M05) Random number generation in numerical analysis (65C10)
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