Simulation of supOU processes with specified marginal distribution and correlation function.
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| Title: | Simulation of supOU processes with specified marginal distribution and correlation function. |
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| Authors: | Leonenko, Nikolai N.1 leonenkon@cardiff.ac.uk, Pepelyshev, Andrey1 pepelyshevan@cardiff.ac.uk |
| Source: | Modern Stochastics: Theory & Applications. Mar2026, Vol. 13 Issue 2, p225-254. 30p. |
| Database: | Mathematics Source |
| ISSN: | 23516046 |
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| DOI: | 10.15559/25-VMSTA291 |