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massimilianotamborrino/shotnoise

R package for the exact simulation of non-negative shot noise processes and Lévy-driven non-Gaussian Ornstein-Uhlenbeck (OU) processes, i…

ornstein-uhlenbeck

ou-gamma

shot-noise-process

ou-inverse-gaussian

levy-driven-ou

• R
·
• 3
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• Updated
  on Apr 27, 2021

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