On simulation from infinitely divisible distributions
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(50)- Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach
- Simulation of Student-Lévy processes using series representations
- Truncated random measures
- Extreme-value copulas associated with the expected scaled maximum of independent random variables
- Nonparametric Bayesian data analysis
- On the simulation of iterated Itô integrals.
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes
- Simulating space-time random fields with nonseparable Gneiting-type covariance functions
- Estimation of multivariate generalized gamma convolutions through Laguerre expansions
- Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences
- Kullback-Leibler divergence for Bayesian nonparametric model checking
- Approximation of Bayesian models for time-to-event data
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas
- Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation
- Numerical inverse Lévy measure method for infinite shot noise series representation
- Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes.
- The two-sample problem via relative belief ratio
- A necessary Bayesian nonparametric test for assessing multivariate normality
- Integrating Volatility Clustering Into Exponential Lévy Models
- Complexity Questions in Non-Uniform Random Variate Generation
- Computations via Auxiliary Random Functions for Survival Models
- On a rapid simulation of the Dirichlet process
- On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes
- Series representation and simulation of multifractional Lévy motions
- Semi-parametric modelling in finance: theoretical foundations
- Exact and approximate sum representations for the Dirichlet process
- A density function connected with a non-negative self-decomposable random variable
- Gamma expansion of the Heston stochastic volatility model
- A Bayesian hierarchical spatial point process model for multi-type neuroimaging meta-analysis
- A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior
- Nonparametric Bayesian optimal designs for exponential regression model
- Sample path generation of Lévy-driven continuous-time autoregressive moving average processes
- Subordinators which are infinitely divisible w.r.t. time: construction, properties, and simulation of max-stable sequences and infinitely divisible laws
- Numerical methods for SPDEs with tempered stable processes
- On the likelihood function of small time variance Gamma Lévy processes
- On Monte Carlo and quasi-Monte Carlo methods for series representation of infinitely divisible laws
- Adaptive Wick-Malliavin approximation to nonlinear SPDEs with discrete random variables
- Bayesian estimation of extropy and goodness of fit tests
- A unified construction for series representations and finite approximations of completely random measures
- Autoregressive inverse Gaussian process and the stochastic volatility modeling
- An optimization approach to weak approximation of stochastic differential equations with jumps
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes
- Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes
- Independent finite approximations for Bayesian nonparametric inference
- Locally, Bayesian and non parametric Bayesian optimal designs for unit exponential regression model
- Exact simulation of reciprocal Archimedean copulas
- Simulation of supOU processes with specified marginal distribution and correlation function
- Simulating the Dickman distribution
- A bivariate Lévy process with negative binomial and gamma marginals
- Constructing hierarchical archimedean copulas with Lévy subordinators
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