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Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations

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References

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Cited by

2019Modelling tail risk with tempered stable distributions: an overview27 cited
2019Exact simulation of gamma-driven Ornstein–Uhlenbeck processes with finite and infinite activity jumps26 cited
2015Tempered stable Ornstein– Uhlenbeck processes: A practical view26 cited
2013Tempered Stable Ornstein-Uhlenbeck Processes: A Practical View23 cited

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