Pages that link to "Item:Q61358"
From MaRDI portal
The following pages link to On simulation of tempered stable random variates (Q61358):
Displaying 33 items.
- TempStable (Q61371) (← links)
- 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)
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- Finite difference schemes for linear stochastic integro-differential equations (Q312003) (← links)
- Synchronisation under shocks: the Lévy Kuramoto model (Q1699515) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- Moment-based estimation for parameters of general inverse subordinator (Q2069194) (← links)
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- A new approach to analyze the independence of statistical tests of randomness (Q2141179) (← links)
- Joint estimation for SDE driven by locally stable Lévy processes (Q2192325) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Rejection sampling for tempered Lévy processes (Q2329781) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- Volatility activity: specification and estimation (Q2512607) (← links)
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
- Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
- Lookback option prices under a spectrally negative tempered-stable model (Q2841328) (← links)
- Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
- Nonnormal Small Jump Approximation of Infinitely Divisible Distributions (Q2939262) (← links)
- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032) (← links)
- Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- Analytic solution to space-fractional Fokker–Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift (Q4603655) (← links)
- The normal tempered stable regression model (Q5085592) (← links)
- Fractionally integrated GARCH model with tempered stable distribution: a simulation study (Q5138749) (← links)
- Computation of Greeks for asset price dynamics driven by stable and tempered stable processes (Q5397463) (← links)
- Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
- Analytical and numerical solutions to ergodic control problems arising in environmental management (Q6066349) (← links)
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)
- A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)
- Parametric estimation of tempered stable laws (Q6634817) (← links)
