Tempered stable Ornstein– Uhlenbeck processes: A practical view (Q2965581)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tempered stable Ornstein– Uhlenbeck processes: A practical view |
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Tempered stable Ornstein– Uhlenbeck processes: A practical view (English)
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3 March 2017
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acceptance-rejection sampling
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maximum likelihood estimation
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Ornstein-Uhlenbeck processes
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tempered infinitely divisible distributions
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tempered stable distributions
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