A Representation of Independent Increment Processes without Gaussian Components

Cited in

(97)

Asymptotic distributions of standardized \(\Psi\)-sums for a class of distributions
Numerical inverse Lévy measure method for infinite shot noise series representation
Bounds for the accuracy of Poissonian approximations of stable laws
Defining predictive probability functions for species sampling models
Sampling hierarchies of discrete random structures
Two part envelopes for rejection sampling of some completely random measures
Simulation of Student-Lévy processes using series representations
Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James
Nonparametric Bayesian data analysis
An estimation of the stability and the localisability functions of multistable processes
The variance-gamma distribution: a review
Path properties of processes with independent and interchangeable increments
A semi-parametric Bayesian analysis of survival data based on Lévy-driven processes
An infinite-dimensional analogue of the Lebesgue measure and distinguished properties of the gamma process
Finite-dimensional Discrete Random Structures and Bayesian Clustering
Distribution on warp maps for alignment of open and closed curves
Bayesian semiparametric analysis of short- and long-term hazard ratios with covariates
Firm growth and Laplace distribution: the importance of large jumps
Independent finite approximations for Bayesian nonparametric inference
Stick-breaking representation and computation for normalized generalized gamma processes
The Hausdorff dimension of the range of the Lévy multistable processes
Truncated random measures
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
On approximations of the beta process in latent feature models: point processes approach
On Monte Carlo and quasi-Monte Carlo methods for series representation of infinitely divisible laws
Series representation for operator semistable laws and domains of normal attraction
Lévy-based Cox point processes
A density function connected with a non-negative self-decomposable random variable
On a rapid simulation of the Dirichlet process
A blocked Gibbs sampler for NGG-mixture models via a priori truncation
Sparse graphs using exchangeable random measures
A general approach to sample path generation of infinitely divisible processes via shot noise representation
A class of neutral to the right priors induced by superposition of beta processes
Exact simulation of Poisson-Dirichlet distribution and generalised gamma process
A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
Ratios of ordered points of point processes with regularly varying intensity measures
Econometric specification of the risk neutral valuation model
On the Truncation Error of a Superposed Gamma Process
On functional central limit theorems of Bayesian nonparametric priors
Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective
Restricted Indian buffet processes
Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes
Martingale posterior distributions for cumulative hazard functions
Canonical representations and convergence criteria for processes with interchangeable increments
Markov processes in survival analysis
Approximation of Bayesian models for time-to-event data
Goodness-of-fit test for multistable Lévy processes
Bayesian density estimation and model selection using nonparametric hierarchical mixtures
A bivariate Lévy process with negative binomial and gamma marginals
Scaled Process Priors for Bayesian Nonparametric Estimation of the Unseen Genetic Variation
Normalized random measures driven by increasing additive processes
Full Bayesian inference with hazard mixture models
Survival analysis via hierarchically dependent mixture hazards
On metrizing vague convergence of random measures with applications on Bayesian nonparametric models
Point process simulation of generalised hyperbolic Lévy processes
BNPdensity: Bayesian nonparametric mixture modelling in R
An alternative to the \(m\) out of \(n\) bootstrap
Representations, decompositions and sample function continuity of random fields with independent increments
The influence of sequential extremal processes on the partial sum process
On simulation of tempered stable random variates
Convergence of point processes with weakly dependent points
A general Bayesian bootstrap for censored data based on the beta-Stacy process
A quasi-Bayesian change point detection with exchangeable weights
Distribution theory for hierarchical processes
A unified construction for series representations and finite approximations of completely random measures
Modeling with normalized random measure mixture models
Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral
Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models
The existence of set-indexed L�vy processes
Posterior Analysis for Normalized Random Measures with Independent Increments
Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes
A simple and efficient method for sampling mixture models based on Dirichlet and Pitman-Yor processes
On a class of random probability measures with general predictive structure
Posterior sampling from truncated Ferguson-Klass representation of normalised completely random measure mixtures
Exact and approximate sum representations for the Dirichlet process
Truncated simulation and inference in edge-exchangeable networks
Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions
The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference
On Two Damage Accumulation Models and Their Size Effects
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
An adaptive truncation method for inference in Bayesian nonparametric models
Fast Search and Estimation of Bayesian Nonparametric Mixture Models Using a Classification Annealing EM Algorithm
Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection
Bayesian estimation in the symmetric location problem
A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes
A moment-matching Ferguson \& Klass algorithm
On the asymptotic distribution of max and mex
Numerical methods for SPDEs with tempered stable processes
Trimmed Lévy processes and their extremal components
Numerical aspects of shot noise representation of infinitely divisible laws and related processes
Enriched Pitman-Yor processes
On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process
MCMC for normalized random measure mixture models
Characterizations of scale mixtures of gamma processes in terms of sufficiency and isotropy
A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior
Sample path generation of Lévy-driven continuous-time autoregressive moving average processes

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