




















We develop the first exact and computationally tractable method for simulating from tempered stable distributions in the infinite variation case, which corresponds to $α\in[1,2)$. A small simulation study shows that the approach works well.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。