The following pages link to (Q2738738):
Displaying 50 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Discussion of `On simulation and properties of the stable law' by Devroye and James (Q257657) (← links)
- Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes (Q259571) (← links)
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
- Moment convergence of first-passage times in renewal theory (Q334018) (← links)
- On a rapid simulation of the Dirichlet process (Q433573) (← links)
- Efficiently sampling nested Archimedean copulas (Q452526) (← links)
- A moment-matching Ferguson \& Klass algorithm (Q517368) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← 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)
- Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
- Modeling and simulation with operator scaling (Q608214) (← links)
- An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
- On the convergence of LePage series in Skorokhod space (Q654492) (← links)
- Distributional representations and dominance of a Lévy process over its maximal jump processes (Q726742) (← links)
- Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413) (← links)
- On convergence of empirical point processes (Q850192) (← links)
- Asymptotic bounds for infinitely divisible sequences (Q855927) (← links)
- Tempering stable processes (Q885259) (← links)
- Stochastic integral and series representations for strictly stable distributions (Q895900) (← links)
- A bivariate Lévy process with negative binomial and gamma marginals (Q935337) (← links)
- A general framework for simulation of fractional fields (Q947149) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
- New methods of simulating Lévy processes (Q1620568) (← links)
- Representations and isomorphism identities for infinitely divisible processes (Q1621440) (← links)
- Simulation of Student-Lévy processes using series representations (Q1729303) (← links)
- Truncated random measures (Q1740525) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
- Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558) (← links)
- Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- Truncated simulation and inference in edge-exchangeable networks (Q2074285) (← links)
- Shot noise, weak convergence and diffusion approximations (Q2077868) (← links)
- The suprema of infinitely divisible processes (Q2119216) (← links)
- Change-level detection for Lévy subordinators (Q2121087) (← links)
- On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
- Approximation of Bayesian models for time-to-event data (Q2199709) (← links)
- Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes (Q2209309) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- A general approach to sample path generation of infinitely divisible processes via shot noise representation (Q2244430) (← links)
- Convex hulls of regularly varying processes (Q2253977) (← links)
- Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389) (← links)
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)