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20202024
most citedFitting the seven-parameter Generalized Tempered Stable distribution to the financial data

7 citations · 10 across the 2 of their papers we have counts for

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math.PR2024★ 2 cited

Self-Decomposable Laws Associated with General Tempered Stable (GTS) Distribution and their Simulation Applications

A. H. Nzokem

The paper describes the self-decomposable distribution and the background driving Lévy process (BDLP) associated with the Generalized Tempered Stable (GTS) distribution. Two distri…