Tempered stable distributions. Stochastic models for multiscale processes
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(39)- Some further results on the tempered multistable approach
- On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes
- Exact simulation of normal tempered stable processes of OU type with applications
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes
- Tempered positive Linnik processes and their representations
- On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance
- Discrete tempered stable distributions
- On the speed and spectrum of mean-field random walks among random conductances
- Modelling tail risk with tempered stable distributions: an overview
- Rejection sampling for tempered Lévy processes
- Uniform exponential dichotomy of stochastic cocycles
- Tempered stable Ornstein– Uhlenbeck processes: A practical view
- Tempered infinitely divisible distributions and processes
- Large deviations for a class of tempered subordinators and their inverse processes
- Estimation and simulation for multivariate tempered stable distributions
- Domains of attraction for positive and discrete tempered stable distributions
- On a new class of tempered stable distributions: moments and regular variation
- A new look at the inverse Gaussian distribution with applications to insurance and economic data
- On operator fractional Lévy motion: integral representations and time-reversibility
- On the simulation of general tempered stable Ornstein–Uhlenbeck processes
- Forward-looking portfolio selection with multivariate non-Gaussian models
- Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency
- Approximating Multivariate Tempered Stable Processes
- Tempered stable laws as random walk limits
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives
- Tempered stable distributions and processes
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations
- Humbert generalized fractional differenced ARMA processes
- Estimation for multivariate normal rapidly decreasing tempered stable distributions
- Existence and uniqueness of solutions for forward and backward nonlocal Fokker-Planck equations with time-dependent coefficients
- Parametric estimation of tempered stable laws
- Radially geometric stable distributions and processes
- On approximations of subordinators in L^p and the simulation of tempered stable distributions
- Simulating continuous-time autoregressive moving average processes driven by p -tempered α -stable Lévy processes
- On the simulation of general multivariate gamma distributions using Dickman approximations
- On the simulation of truncated stable distributions: a correction to the literature
- On Dickman approximations of multivariate CARMA and related processes driven by general multivariate gamma distributions
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
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