Skip to content
#

shot-noise-process

Here are 2 public repositories matching this topic...

Language: All
Filter by language

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…

  • Updated Apr 27, 2021
  • R

Improve this page

Add a description, image, and links to the shot-noise-process 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 shot-noise-process topic, visit your repo's landing page and select "manage topics."

Learn more