On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760)
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scientific article; zbMATH DE number 7194326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the simulation of general tempered stable Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 7194326 |
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On the simulation of general tempered stable Ornstein–Uhlenbeck processes (English)
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28 April 2020
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tempered stable distributions
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Ornstein-Uhlenbeck processes
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rejection sampling
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selfdecomposability
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