Pages that link to "Item:Q5107760"
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The following pages link to On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760):
Displaying 9 items.
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218) (← links)
- On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233) (← 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)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Discrete tempered stable distributions (Q2157412) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)
