Integrability conditions for compound random measures

DOI10.1016/J.SPL.2017.11.005zbMath1392.60049arXiv1707.06768OpenAlexW2963394917MaRDI QIDQ1650288

Alan Riva Palacio, Fabrizio Leisen

Publication date: 3 July 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.06768

zbMATH Keywords

partial exchangeabilityexchangeable partition probability functionBayesian non-parametricsmultivariate Lévy measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random measures (60G57) Exchangeability for stochastic processes (60G09)

Related Items (1)

Compound vectors of subordinators and their associated positive Lévy copulas

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