Skip to content
#

ou-gamma

Star

Here is 1 public repository matching this topic...

massimilianotamborrino / shotnoise

Star 3

R package for the exact simulation of non-negative shot noise processes and Lévy-driven non-Gaussian Ornstein-Uhlenbeck (OU) processes, in particular OU-Poisson, OU-Gamma and OU-inverse Gaussian processes from the paper by Tamborrino and Lansky, 'Shot noise, weak convergence and diffusion approximations', Physica D, 2021. https://www.sciencedire…

ornstein-uhlenbeck ou-gamma shot-noise-process ou-inverse-gaussian levy-driven-ou
  • Updated Apr 27, 2021
  • R

Improve this page

Add a description, image, and links to the ou-gamma topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the ou-gamma topic, visit your repo's landing page and select "manage topics."

Learn more