Tweedie (1984)

· 1984

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math.PR · 2026-04-20 · unverdicted · novelty 7.0

First exact simulation algorithm for tempered stable distributions with infinite variation.

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Exact Simulation from Tempered Stable Distributions with Infinite Variation ($\alpha\ge1$) math.PR · 2026-04-20 · unverdicted · none · ref 18
First exact simulation algorithm for tempered stable distributions with infinite variation.