Pages that link to "Item:Q655929"
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The following pages link to Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929):
Displaying 6 items.
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
