Pages that link to "Item:Q2453198"
From MaRDI portal
The following pages link to Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198):
Displaying 8 items.
- Higher order fractional stable motion: hyperdiffusion with heavy tails (Q503384) (← links)
- Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
- Approximate simulation techniques and distribution of an extended gamma process (Q518865) (← links)
- Simulation of Student-Lévy processes using series representations (Q1729303) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process (Q2229844) (← links)
- A general approach to sample path generation of infinitely divisible processes via shot noise representation (Q2244430) (← links)
- Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models (Q2683494) (← links)
