Funder
Russian Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference25 articles.
1. Barndorff-Nielsen OE, Maejima M, Sato K (2006) Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations. Bernoulli 12(1):1–33
2. Barndorff-Nielsen OE, Shephard N (2001) Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics. J R Stat Soc Ser B 63(2):167–241
3. Bianchi ML, Rachev ST, Kim YS, Fabozzi FJ (2011) Tempered infinitely divisible distributions and processes. Theory Prob Appl 55(1):2–26
4. Bianchi ML, Rachev ST, Fabozzi FJ (2017) Tempered stable Ornstein–Uhlenbeck processes: a practical view. Commun Stat Simul Comput 46(1):423–445
5. Byczkowski T, Nolan JP, Rajput B (1993) Approximation of multidimensional stable densities. J Multivar Anal 46(1):13–31
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献