Pages that link to "Item:Q4997193"
From MaRDI portal
The following pages link to Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193):
Displaying 7 items.
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- Shot noise, weak convergence and diffusion approximations (Q2077868) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
- Point process simulation of generalised hyperbolic Lévy processes (Q6190653) (← links)
