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Approximations related to tempered stable distributions
Modern Stochastics: Theory and ApplicationsIn this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution (CPD) and also an error bound between a tempered stable and an α-stable distribution via Stein’s method.
Kalyan Barman +2 more
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Tempered Infinitely Divisible Distributions and Processes [PDF]
Theory of Probability and Its Applications, 2011 In this paper, we construct the new class of tempered infinitely divisible (TID) distributions. Taking into account the tempered stable distribution class, as introduced in the seminal work of Rosiński [Stochastic Process. Appl., 117 (2007), pp. 677–707], a modification of the tempering function allows one to obtain suitable properties.
Aaron Y. S. Kim, S T Rachev
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Multipliers of temperate distributions [PDF]
Mathematica Bohemica, 2005 Summary: Spaces \(\mathcal {O}_q\), \(q \in \mathbb N \), of multipliers of temperate distributions introduced in an earlier paper of the first author are expressed as inductive limits of Hilbert spaces.
Kučera, Jan, Bosch, Carlos
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Mathematics, 2022 The component GARCH model (CGARCH) was among the first attempts to split the conditional variance into a permanent and transitory component. With the application to economic and finance data, it helps investigate the long- and short-run movements of ...
Tong Liu, Yanlin Shi
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The Tempered Discrete Linnik distribution [PDF]
Statistical Methods & Applications, 2017 18 pages, 4 ...
Barabesi, Lucio +2 more
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Discrete Tempered Stable Distributions [PDF]
Methodology and Computing in Applied Probability, 2021 A discrete tempered stable (DTS) random variable \(X\) with parameters \(\alpha\in(0,1)\) and \(\eta\geq0\), and with tempering function \(q\) satisfying \(\lim_{x\downarrow0}q(x)=1\) and \(\mathrm{ess}\sup q(x)
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Mixed tempered stable distribution [PDF]
Quantitative Finance, 2014 In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that, by choosing appropriately the parameters of the distribution and under the concrete specification of the mixing ...
Rroji E, Mercuri L
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A Sequential Approach to Mild Distributions
Axioms, 2020 The Banach Gelfand Triple ( S 0 , L 2 , S 0 ′ ) ( R d ) consists of S 0 ( R d ) , ∥ · ∥ S 0 , a very specific Segal algebra as algebra of test functions, the Hilbert space L
Hans G. Feichtinger
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Secondary cooling control based on solidification characteristics of non-quenched and tempered steel
工程科学学报, 2022 Due to the high crack sensitivity of non-quenched and tempered steel and the difficulty of accurate control of secondary cooling, surface cracks of the continuous casting strand occur frequently.
Lei-lei ZOU +4 more
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A time fractional model to represent rainfall process
Water Science and Engineering, 2014 This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump ...
Jacques Golder +3 more
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