Tempered stable Ornstein– Uhlenbeck processes: A practical view (Q2965581)
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scientific article; zbMATH DE number 6691516
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| English | Tempered stable Ornstein– Uhlenbeck processes: A practical view |
scientific article; zbMATH DE number 6691516 |
Statements
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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0.93730307
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0.93225956
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0.9287867
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0.9227338
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0.9144354
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0.91423494
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0.91161335
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0.9111868
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0.90825886
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0.9067784
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