Vignette: Estimating the trawl function4 years ago
Trawl processes | Non-parametric estimation of the trawl function | Functions used for the central limit theorem | References
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Vignette: Simulation of (weighted) trawl processes4 years ago
Definition of a (weighted) trawl process | Choice of the trawl function | Choice of kernel/weight | Choice of Lévy bases | Support on $(0, \infty)$ | Support on $\mathbb{R}$ | Support on $\mathbb{N}_0={0, 1, \ldots}$ | Examples
Simulation and estimation of an integer-valued trawl process6 years ago
Simulation from the bivariate negative binomial and bi- and trivariate logarithmic series distribution8 years ago
The multivariate negative binomial distribution. | The multivariate logarithmic series distribution | Simulating from the bivariate logarithmic series distribution | Example | Simulating from the trivariate logarithmic series distribution