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有關 Approximating Multivariate Tempered Stable Processes. 的學術文章 | |
Approximating multivariate tempered stable processes - Baeumer - 4 個引述 Tempering stable processes - Rosiński - 647 個引述 Gaussian approximation of multivariate Lévy processes … - Cohen - 101 個引述 | |
APPROXIMATING MULTIVARIATE TEMPERED STABLE ...
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由 B BAEUMER 著作2012被引用 4 次 — be approximated by generating steps via randomly choosi and generating a one-dimensional exponentially tempered tempering coefficient p(0) and time scale r (see ...
APPROXIMATING MULTIVARIATE TEMPERED STABLE ...
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由 B Baeumer 著作2012被引用 4 次 — Abstract. We give a simple method to approximate multidimensional exponentially tempered stable processes and show that the approximating process converges ...
APPROXIMATING MULTIVARIATE TEMPERED STABLE ...
University of Otago
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University of Otago
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由 B BAEUMER 著作被引用 4 次 — We give a simple method to approximate multidimensional exponentially tempered stable processes and show that the approximating process converges.
Approximating Multivariate Tempered Stable Processes
Cambridge University Press & Assessment
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Cambridge University Press & Assessment
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由 B Baeumer 著作2012被引用 4 次 — We give a simple method to approximate multidimensional exponentially tempered stable processes and show that the approximating process converges in the ...
approximating multivariate tempered stable processes
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2011年5月2日 — Abstract. We give a simple method to approximate multidimensional expo- nentially tempered stable processes and show that the approximating ...
Approximating multivariate tempered stable processes
Academia.edu
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1. Introduction Being able to approximate stable and tempered stable processes is important for investigation and simulation purposes. · 2. The general result ...
Estimation and Simulation for Multivariate Tempered Stable ...
The Graduate School | | UNC Charlotte
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The Graduate School | | UNC Charlotte
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In this thesis, we introduce a methodology for the simulation and parameter estimation of multivariate tempered stable distributions.
Gaussian approximation of multivariate Lévy processes ...
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2024年10月22日 — This method is applied to multivariate stable and tempered stable processes and formulae for their approximate simulation are obtained.
Stable and tempered stable distributions and processes
arXiv
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arXiv
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2024年12月9日 — This survey provides an overview of the key properties of these objects offering a roadmap for practitioners. The first part is a review of the ...
Gaussian approximation of multivariate - Levy processes ...
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由 S Cohen 著作2007被引用 101 次 — In this section we present a general set-up for an approximate simulation of multivariate. Levy processes and its implementation to stable and tempered stable ...