Pages that link to "Item:Q3182428"
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The following pages link to On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428):
Displaying 15 items.
- Tempered stable distributions and processes (Q61368) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← 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)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← 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)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)
- On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760) (← links)
- Exact simulation of tempered stable Ornstein–Uhlenbeck processes (Q5300752) (← links)