Pages that link to "Item:Q4096303"

The following pages link to Generating Random Variates Using Transformations with Multiple Roots (Q4096303):

Displaying 50 items.

• A general control variate method for option pricing under Lévy processes (Q132360) (← links)
• The snapping out Brownian motion (Q303968) (← links)
• An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427) (← links)
• Relationships between distributions with certain symmetries (Q452893) (← links)
• Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
• Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
• Simulation of stopped diffusions (Q703771) (← links)
• Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling (Q734414) (← links)
• Recurrent first hitting times in Wiener diffusion under several observation schemes (Q746131) (← links)
• Transformed density rejection with inflection points (Q746271) (← links)
• Homogenization of transport properties of composites based on stochastic dynamics (Q776741) (← links)
• Random variate generators for the Poisson-Poisson and related distributions (Q805131) (← links)
• Simulation of first-passage times for alternating Brownian motions (Q812973) (← links)
• Random variate generation for the generalized inverse Gaussian distribution (Q892467) (← links)
• A risk model with renewal shot-noise Cox process (Q896743) (← links)
• Estimation in the three-parameter inverse Gaussian distribution (Q957288) (← links)
• Generating inverse Gaussian random variates by approximation (Q961817) (← links)
• Exact simulation of IG-OU processes (Q1042535) (← links)
• Comparing two means in count models having random effects -- a UMPU test (Q1380652) (← links)
• Modified goodness-of-fit tests for the inverse Gaussian distribution (Q1391888) (← links)
• Adjusted \(R^2\) measures for the inverse Gaussian regression model (Q1424619) (← links)
• Estimation of means and covariances of inverse-Gaussian order statistics. (Q1428055) (← links)
• An entropy characterization of the inverse Gaussian distribution and related goodness-of-fit test (Q1598687) (← links)
• Silver jubilee issue (Q1612101) (← links)
• Goodness-of-fit tests for the inverse Gaussian and related distributions (Q1872835) (← links)
• Order restricted inference for the scale-like inverse Gaussian parameters (Q1888841) (← links)
• Comparison of some tests of fit for the inverse Gaussian distribution (Q1929894) (← links)
• On the Crack random numbers generation procedure (Q2010180) (← 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)
• A general control variate method for Lévy models in finance (Q2178156) (← links)
• Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution (Q2223873) (← links)
• The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032) (← links)
• Multivariate inverse Gaussian and skew-normal densities (Q2231034) (← links)
• Bayesian Lasso binary quantile regression (Q2259357) (← links)
• Univariate continuous distributions: symmetries and transformations (Q2344398) (← links)
• Modeling and forecasting mortality rates (Q2442526) (← links)
• Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
• Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
• Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
• Bayesian variable selection and estimation in semiparametric joint models of multivariate longitudinal and survival data (Q2956823) (← links)
• Bayesian estimation of renewal function for inverse Gaussian renewal process (Q3019791) (← links)
• Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135) (← links)
• Estimation of a process capability index for inverse gaussian distribution (Q3125763) (← links)
• A comparison of various estimators of the mean of an inverse gaussian distribution (Q3135465) (← links)
• Certain Multi Sample Tests for Inverse Gaussian Populations (Q3155342) (← links)
• Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes (Q3424322) (← links)
• The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
• Kolmogorov-Smirnov Type Test-Statistics For The Gamma, Erlang-2 And The Inverse Gaussian Distributions When The Parameters Are Unknown. (Q3489108) (← links)
• Inference on Overlap for Two Inverse Gaussian Populations: Equal Means Case (Q3518497) (← links)