Pages that link to "Item:Q2583419"
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The following pages link to Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages (Q2583419):
Displaying 45 items.
- Bayesian inference with dependent normalized completely random measures (Q396004) (← links)
- Dirichlet mean identities and laws of a class of subordinators (Q453266) (← links)
- Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766) (← links)
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions (Q607196) (← links)
- On Bayes inference for a bathtub failure rate via S-paths (Q652598) (← links)
- Quantile clocks (Q655573) (← links)
- A Monte Carlo Markov chain algorithm for a class of mixture time series models (Q692950) (← links)
- Stick-breaking representation and computation for normalized generalized gamma processes (Q746052) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Linear and quadratic functionals of random hazard rates: An asymptotic analysis (Q957525) (← links)
- Central limit theorems for double Poisson integrals (Q1002551) (← links)
- Bayesian mixture of autoregressive models (Q1023925) (← links)
- Full Bayesian inference with hazard mixture models (Q1660222) (← links)
- Distribution theory for hierarchical processes (Q1731744) (← links)
- A note on the hedging of options by Malliavin calculus in a jump-diffusion market (Q1734184) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- Weak and TV consistency in Bayesian uncertainty quantification using disintegration (Q2024045) (← links)
- Survival analysis via hierarchically dependent mixture hazards (Q2039791) (← links)
- Nonexchangeable random partition models for microclustering (Q2054470) (← links)
- Measuring dependence in the Wasserstein distance for Bayesian nonparametric models (Q2054539) (← links)
- Thinned completely random measures with applications in competing risks models (Q2073231) (← links)
- Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics (Q2080164) (← links)
- Approximation of Bayesian models for time-to-event data (Q2199709) (← links)
- Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes (Q2209309) (← links)
- Analytical pricing of vulnerable options under a generalized jump-diffusion model (Q2260941) (← links)
- Asymptotics for posterior hazards (Q2388984) (← links)
- A conjugate class of random probability measures based on tilting and with its posterior analysis (Q2435254) (← links)
- Poisson calculus for spatial neutral to the right processes (Q2493558) (← links)
- A Bayes method for a monotone hazard rate via \(S\)-paths (Q2497183) (← links)
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages (Q2583419) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- Modelling long-term investment returns via Bayesian infinite mixture time series models (Q3077721) (← links)
- Posterior analysis for some classes of nonparametric models (Q3523681) (← links)
- Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)
- Sparse Graphs Using Exchangeable Random Measures (Q4603788) (← links)
- A Class of Hazard Rate Mixtures for Combining Survival Data From Different Experiments (Q4975417) (← links)
- A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution (Q5014305) (← links)
- MCMC for normalized random measure mixture models (Q5965029) (← links)
- A unified construction for series representations and finite approximations of completely random measures (Q6103233) (← links)
- Spatiotemporal Clustering with Neyman-Scott Processes via Connections to Bayesian Nonparametric Mixture Models (Q6631736) (← links)
- A Wasserstein Index of Dependence for Random Measures (Q6631737) (← links)
- A unified approach to hierarchical random measures (Q6648801) (← links)
