Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7616940
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fast simulation of tempered stable Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7616940 |
Statements
Fast simulation of tempered stable Ornstein-Uhlenbeck processes (English)
0 references
15 November 2022
0 references
Lévy-driven Ornstein-Uhlenbeck processes
0 references
self-decomposable laws
0 references
tempered stable distributions
0 references
simulations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8651103377342224
0 references
0.8539097905158997
0 references
0.851176381111145
0 references
0.850311815738678
0 references
0.8381299376487732
0 references
