Fast simulation of tempered stable Ornstein–Uhlenbeck processes

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1613-9658
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Fast simulation of tempered stable Ornstein–Uhlenbeck processes ; day:27 ; month:2 ; year:2022 ; pages:1-35
Computational statistics ; (27.2.2022), 1-35

Creator
Sabino, Piergiacomo
Cufaro Petroni, Nicola
Contributor
SpringerLink (Online service)

DOI
10.1007/s00180-022-01205-8
URN
urn:nbn:de:101:1-2022052809170597188568
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:26 AM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Associated

Other Objects (12)