The following pages link to Tempering stable processes (Q885259):
Displaying 50 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Tempered stable distributions and processes (Q61368) (← 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)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Small ball probabilities for a class of time-changed self-similar processes (Q273717) (← links)
- Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
- Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective (Q309573) (← links)
- Effects of the tempered aging and the corresponding Fokker-Planck equation (Q315670) (← links)
- Tempered fractional calculus (Q349902) (← links)
- On fractional tempered stable processes and their governing differential equations (Q349903) (← links)
- Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes (Q372914) (← links)
- Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters (Q382190) (← links)
- Stochastic integration for tempered fractional Brownian motion (Q402481) (← links)
- Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps (Q424503) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- Geometric Brownian motion with tempered stable waiting times (Q452033) (← links)
- Efficiently sampling nested Archimedean copulas (Q452526) (← links)
- Lévy flights in evolutionary ecology (Q455776) (← links)
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) (← links)
- Transition density estimates for jump Lévy processes (Q544517) (← links)
- Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (Q548121) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Tempered stable laws as random walk limits (Q552989) (← links)
- Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
- Approximations for the distributions of bounded variation Lévy processes (Q613155) (← links)
- Thorin classes of Lévy processes and their transforms (Q616540) (← links)
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
- Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions (Q632494) (← links)
- Time-changed Poisson processes (Q645448) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Subordination scenario of the Cole-Davidson relaxation (Q662979) (← links)
- Applications of inverse tempered stable subordinators (Q666754) (← links)
- A generalization result regarding the small and large scale behavior of infinitely divisible processes (Q691830) (← links)
- Identifying the successive Blumenthal-Getoor indices of a discretely observed process (Q693731) (← links)
- Ergodic properties of anomalous diffusion processes (Q719708) (← links)
- Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise (Q728509) (← links)
- Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in \(C^{1, \eta}\) open sets (Q740195) (← links)
- Effect of random time changes on Loewner hulls (Q783780) (← links)
- A stochastic differential equation model with jumps for fractional advection and dispersion (Q841148) (← links)
- Tempered stable Lévy motion and transient super-diffusion (Q847223) (← links)
- Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
- Inverse tempered stable subordinators (Q893974) (← links)
- Boundary behavior of harmonic functions for truncated stable processes (Q927261) (← links)
