View in EDS PDF Full Text

Simulation of supOU processes with specified marginal distribution and correlation function.

Saved in:
Bibliographic Details
Title: Simulation of supOU processes with specified marginal distribution and correlation function.
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
FullText Links:
  – Type: pdflink
Text:
  Availability: 0
Header DbId: msf
DbLabel: Mathematics Source
An: 192975122
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Simulation of supOU processes with specified marginal distribution and correlation function.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Leonenko%2C+Nikolai+N%2E%22">Leonenko, Nikolai N.</searchLink><relatesTo>1</relatesTo><i> leonenkon@cardiff.ac.uk</i><br /><searchLink fieldCode="AR" term="%22Pepelyshev%2C+Andrey%22">Pepelyshev, Andrey</searchLink><relatesTo>1</relatesTo><i> pepelyshevan@cardiff.ac.uk</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Modern+Stochastics%3A+Theory+%26+Applications%22">Modern Stochastics: Theory & Applications</searchLink>. Mar2026, Vol. 13 Issue 2, p225-254. 30p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=192975122
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.15559/25-VMSTA291
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 30
        StartPage: 225
    Titles:
      – TitleFull: Simulation of supOU processes with specified marginal distribution and correlation function.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Leonenko, Nikolai N.
      – PersonEntity:
          Name:
            NameFull: Pepelyshev, Andrey
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 03
              Text: Mar2026
              Type: published
              Y: 2026
          Identifiers:
            – Type: issn-print
              Value: 23516046
          Numbering:
            – Type: volume
              Value: 13
            – Type: issue
              Value: 2
          Titles:
            – TitleFull: Modern Stochastics: Theory & Applications
              Type: main
ResultId 1