The following pages link to (Q4431597):
Displayed 15 items.
- Approximations for the distributions of bounded variation Lévy processes (Q613155) (← links)
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- Domains of attraction to Tweedie distributions (Q847908) (← links)
- Tempering stable processes (Q885259) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
- Exact simulation of IG-OU processes (Q1042535) (← links)
- A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models (Q2471248) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
- On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- Modelling Cell Generation Times by Using the Tempered Stable Distribution (Q3614890) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)
- Lévy Copulas: Dynamics and Transforms of Upsilon Type (Q5430582) (← links)