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]

@article{KawaiM12,
  title = {Infinite Variation Tempered Stable Ornstein-Uhlenbeck Processes with Discrete Observations},
  author = {Reiichiro Kawai and Hiroki Masuda},
  year = {2012},
  doi = {10.1080/03610918.2011.582561},
  url = {http://dx.doi.org/10.1080/03610918.2011.582561},
  researchr = {https://researchr.org/publication/KawaiM12},
  cites = {0},
  citedby = {0},
  journal = {Communications in Statistics - Simulation and Computation},
  volume = {41},
  number = {1},
  pages = {125-139},
}