Parametric Classes
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-24927-8_6
Reference16 articles.
1. B. Baeumer and M. M. Meerschaert (2010). Tempered stable Lévy motion and transient super-diffusion. Journal of Computational and Applied Mathematics, 233:2438–2448.
2. J. M. Chambers, C. L. Mallows and B. W. Stuck (1976). A method for simulating stable random variables. Journal of the American Statistical Association, 71(354), 340–344.
3. R. Cont and P. Tankov (2004). Financial Modeling With Jump Processes. Chapman & Hall, Boca Raton.
4. M. Grabchak (2015c). On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes. Statistical Inference for Stochastic Processes, DOI 10.1007/s11203-015-9118-9 .
5. P. Hougaard (1986). Survival models for heterogeneous populations derived from stable distributions. Biometrika, 73(2): 387–396.
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