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):
Displaying 13 items.
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218) (← links)
- 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)
- On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Rejection sampling for tempered Lévy processes (Q2329781) (← links)
- Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes (Q2346976) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- Domains of attraction for positive and discrete tempered stable distributions (Q4684924) (← links)
- Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
