Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929)
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scientific article; zbMATH DE number 6000273
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| English | Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6000273 |
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Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (English)
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26 January 2012
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self-decomposability
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generalized inverse Gaussian
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Ornstein-Uhlenbeck
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random sample generation
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estimation
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stochastic integral
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Poisson distribution
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0.8345030546188354
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0.8313755393028259
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0.8252867460250854
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0.806547224521637
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0.8058351278305054
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