The following pages link to (Q4431597):
Displaying 36 items.
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Modeling international trade data with the Tweedie distribution for anti-fraud and policy support (Q320834) (← links)
- On fractional tempered stable processes and their governing differential equations (Q349903) (← links)
- Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions (Q491385) (← links)
- Approximations for the distributions of bounded variation Lévy processes (Q613155) (← links)
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Domains of attraction to Tweedie distributions (Q847908) (← links)
- Tempering stable processes (Q885259) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
- Exact simulation of IG-OU processes (Q1042535) (← links)
- Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
- Stable Lévy process delayed by tempered stable subordinator (Q1726801) (← links)
- Generalized variance functions for infinitely divisible mixture distributions (Q1790547) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727) (← links)
- New properties and representations for members of the power-variance family. II (Q2393661) (← links)
- A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models (Q2471248) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
- Moments of the generalized hyperbolic distribution (Q2513365) (← links)
- On normal stable Tweedie models and power-generalized variance functions of only one component (Q2513942) (← links)
- A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700) (← links)
- On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- Modelling Cell Generation Times by Using the Tempered Stable Distribution (Q3614890) (← links)
- Particle Markov Chain Monte Carlo Methods (Q4632633) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)
- FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) (← links)
- Skew selection for factor stochastic volatility models (Q5037043) (← links)
- The normal tempered stable regression model (Q5085592) (← links)
- Flexible Tweedie regression models for continuous data (Q5106916) (← links)
- Lévy Copulas: Dynamics and Transforms of Upsilon Type (Q5430582) (← links)
- Adaptive Wick--Malliavin Approximation to Nonlinear SPDEs with Discrete Random Variables (Q5502087) (← links)
