Miscellanea. Representations of Levy processes without Gaussian components

DOI10.1093/BIOMET/87.2.477MaRDI QIDQ4506040zbMATH OpenOpenAlexFDO

Authors Paul Damien, Stephen G. Walker

Publication date 2000

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/87.2.477

zbMATH Keywords

infinitely divisible lawnon-homogeneous Lévy processPoisson process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inference from spatial processes (62M30)

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Cited in

(16)

• Distribution theory for hierarchical processes
• Nonparametric Bayesian data analysis
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes
• A class of neutral to the right priors induced by superposition of beta processes
• Normalized random measures driven by increasing additive processes
• A Bayesian nonparametric goodness of fit test for right censored data based on approximate samples from the beta-Stacy process
• On a class of random probability measures with general predictive structure
• Computations via Auxiliary Random Functions for Survival Models
• Lévy-based Cox point processes
• A moment-matching Ferguson \& Klass algorithm
• On the Truncation Error of a Superposed Gamma Process
• Bayesian Survival Analysis in Proportional Hazard Models with Logistic Relative Risk
• Modeling with normalized random measure mixture models
• Martingale posterior distributions for cumulative hazard functions
• Posterior sampling from truncated Ferguson-Klass representation of normalised completely random measure mixtures
• A semi-parametric Bayesian analysis of survival data based on Lévy-driven processes

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