Pages that link to "Item:Q4903040"
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The following pages link to On a new Class of Tempered Stable Distributions: Moments and Regular Variation (Q4903040):
Displayed 7 items.
- Discussion of `On simulation and properties of the stable law' by Devroye and James (Q257657) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters (Q382190) (← links)
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes (Q2346976) (← links)
- Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter (Q5255335) (← links)
- Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)