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Approximations related to tempered stable distributions [PDF]
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 Rosinski [Stochastic Process. Appl., 117 (2007), pp. 677–707], a modification of the tempering function allows one to obtain suitable properties.
Young Shin Kim, S T Rachev
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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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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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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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Mixed tempered stable distribution [PDF]
Quantitative Finance, 2013 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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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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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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Automatic Tempered Posterior Distributions for Bayesian Inversion Problems
Mathematics, 2021 We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise are carried out using distinct (but interacting) methods.
Luca Martino +4 more
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