Pages that link to "Item:Q1042535"

The following pages link to Exact simulation of IG-OU processes (Q1042535):

Displaying 15 items.

• Forward pricing in the shipping freight market (Q263051) (← links)
• Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
• Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
• Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
• On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233) (← links)
• Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
• Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
• CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
• Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
• Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
• Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
• Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135) (← links)
• On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428) (← links)
• A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets (Q5063388) (← links)
• Exact simulation of tempered stable Ornstein–Uhlenbeck processes (Q5300752) (← links)