Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes |
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Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (English)
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9 December 2022
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tempered stable distributions
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non-Gaussian Ornstein-Uhlenbeck processes
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rejection sampling
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