Discrete tempered stable distributions

DOI10.1007/S11009-021-09904-3MaRDI QIDQ2157412zbMATH OpenOpenAlexFDO

Authors Michael Grabchak

Publication date 28 July 2022

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-021-09904-3

zbMATH Keywords

discrete stablediscrete tempered stableoverdispersionsimulation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Exact distribution theory in statistics (62E15)

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Cites work

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• An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
• Concerning Two Series for the Gamma Function
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• Domains of attraction for positive and discrete tempered stable distributions
• Financial Modelling with Jump Processes
• Generalized tempered stable processes
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• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
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• Rejection sampling for tempered Lévy processes
• Tempered stable distributions. Stochastic models for multiscale processes
• Tempering stable processes
• Testing for the Poisson-Tweedie distribution
• Univariate Discrete Distributions

Cited in

(12)

• Modeling and simulation studies for some truncated discrete distributions generated by stable densities
• Tempered infinitely divisible distributions and processes
• pTAS distributions with application to risk management
• Modelling Cell Generation Times by Using the Tempered Stable Distribution
• A new family of tempered distributions
• Exact simulation for a class of tempered stable and related distributions
• Regulating stochastic clocks§
• A heavy-tailed model for analyzing miRNA-seq raw read counts
• On approximations of subordinators in L^p and the simulation of tempered stable distributions
• An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
• Modeling overdispersion with the normalized tempered stable distribution
• A class of discrete distributions induced by stable laws

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