Imai, Junichi; Kawai, Reiichiro - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 23, pp. 4411-4425
Tempered stable processes are widely used in various fields of application as alternatives with finite second moment and long-range Gaussian behaviors to stable processes. Infinite shot noise series representation is the only exact simulation method for the tempered stable process and has...
