Bivariate gamma-geometric law and its induced Lévy process

DOI10.1016/j.jmva.2012.03.004zbMath1320.60038arXiv1302.4390OpenAlexW2069666352MaRDI QIDQ432306

Wagner Barreto-Souza

Publication date: 4 July 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.4390

zbMATH Keywords

maximum likelihood estimationcharacteristic functioninfinitely divisible distributionLévy processbivariate gamma-geometric laworthogonal parameters

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

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