Michael Grabchak: 1 book
Tempered Stable Distributions
Stochastic Models for Multiscale Processes
Language: English
Release Date: January 26, 2016
This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions.
A tempered stable distribution is one which takes a stable distribution and modifies its tails to make...
