Infinite Variation Tempered Stable Ornstein-Uhlenbeck Processes with Discrete Observations

Reiichiro Kawai, Hiroki Masuda. Infinite Variation Tempered Stable Ornstein-Uhlenbeck Processes with Discrete Observations. Communications in Statistics - Simulation and Computation, 41(1):125-139, 2012. [doi]

Abstract

Abstract is missing.