Exact simulation of normal tempered stable processes of OU type with applications

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Publication:2080363

DOI10.1007/s11222-022-10153-8zbMath1497.62013OpenAlexW4297341549MaRDI QIDQ2080363

Piergiacomo Sabino

Publication date: 7 October 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-022-10153-8




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