Results 231 to 240 of about 2,530,305 (240)

Tempered Stable Distributions Simulation, Estimation, and Implementation

2023
openaire   +1 more source

On the simulation of general tempered stable Ornstein–Uhlenbeck processes

Journal of Statistical Computation and Simulation, 2020
Michael Grabchak
exaly  

Tempered Stable Distributions

2015
openaire   +1 more source

Tempered stable Ornstein– Uhlenbeck processes: A practical view

Communications in Statistics Part B: Simulation and Computation, 2017
Frank Fabozzi, Michele Leonardo Bianchi, Svetlozar Rachev   +2 more
exaly  

Quantile-Based Inference for Tempered Stable Distributions

Computational Economics, 2017
Frank Fabozzi, Hasan A Fallahgoul, David Veredas   +2 more
exaly  

An algebraic approach to tempered distributions

Journal of Mathematical Analysis and Applications, 2011
Piotr Mikusiński
exaly  

Modelling tail risk with tempered stable distributions: an overview

Annals of Operations Research, 2019
exaly  

Hermite expansions and products of tempered distributions

Integral Transforms and Special Functions, 2007
Pedro Catuogno, Christian Olivera
exaly  

Estimation for multivariate normal rapidly decreasing tempered stable distributions

Journal of Statistical Computation and Simulation
Michele Leonardo Bianchi, Gian Luca Tassinari   +1 more
exaly  

Stable and Tempered Stable Distributions

Frank Fabozzi, Young Shin Kim, Michele Leonardo Bianchi   +2 more
exaly