A bivariate Lévy process with negative binomial and gamma marginals (Q935337): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.029 / rank
 
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Latest revision as of 14:10, 28 June 2024

scientific article
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English
A bivariate Lévy process with negative binomial and gamma marginals
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    A bivariate Lévy process with negative binomial and gamma marginals (English)
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    6 August 2008
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    discrete Lévy process
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    gamma process
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    gamma Poisson process
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    infinite divisibility
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    maximum likelihood estimation
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    negative binomial process
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    operational time
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    random summation
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    random time transformation
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    stability
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    subordination
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    self-similarity
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