Estimation and simulation for multivariate tempered stable distributions
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Cites work
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Cited in
(8)- Estimation for multivariate normal rapidly decreasing tempered stable distributions
- Estimation of tempered stable Lévy models of infinite variation
- Approximating Multivariate Tempered Stable Processes
- Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities
- Simulations of full multivariate Tweedie with flexible dependence structure
- Parametric estimation of tempered stable laws
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes
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