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Simulation of weibull and gamma autoregressive stationary process
Communications in Statistics Part B: Simulation and Computation, 1986exaly
Use of the Kolmogorov–Smirnov test for gamma process
Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2012exaly
New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes.
Athanassios N. Avramidis +2 moreopenaire +1 more source
Variance gamma process parameter estimation for structural capacity degradation
14th International Conference on Structural Safety and Reliabilityopenaire +1 more source
Five-parameter Variance-Gamma Process: Lévy versus probability density
AIP Conference Proceedingsopenaire +1 more source