Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws (Q5235487): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Exponential functionals of L\'evy processes with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrating Volatility Clustering Into Exponential Lévy Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4941947 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Classes of infinitely divisible distributions and densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On simulation from infinitely divisible distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A continuous general multivariate distribution and its properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact simulation of max-stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: How rich is the class of processes which are infinitely divisible with respect to time? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Order Statistics of Samples from Multivariate Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5421345 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regenerative composition structures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of convex distribution functions and completely alternating sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate Exponential Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate Logistic Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theory for multivariate sample extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: IDT processes and associated Lévy processes with explicit constructions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile clocks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Series Representation of Time-Stable Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme-value copulas associated with the expected scaled maximum of independent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Canonical spectral representation for exchangeable max-stable sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy-frailty copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reparameterizing Marshall–Olkin copulas with applications to sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulating Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Multivariate Exponential Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3667778 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3771297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bernstein functions. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Models for stationary max-stable random fields / rank
 
Normal rank

Latest revision as of 15:22, 20 July 2024

scientific article; zbMATH DE number 7116305
Language Label Description Also known as
English
Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws
scientific article; zbMATH DE number 7116305

    Statements

    0 references
    0 references
    11 October 2019
    0 references
    strong infinitely divisible w.r.t. time
    0 references
    subordinator
    0 references
    infinitely divisible law
    0 references
    Pickands dependence function
    0 references
    Bondesson class
    0 references
    Bernstein function
    0 references
    math.PR
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references