An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
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Publication:75218
DOI10.1016/j.spl.2020.109015zbMath1457.60030arXiv2009.05696OpenAlexW3085984107MaRDI QIDQ75218
Michael Grabchak, Michael Grabchak
Publication date: March 2021
Published in: Statistics & Probability Letters, Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.05696
Infinitely divisible distributions; stable distributions (60E07) Random number generation in numerical analysis (65C10)
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