How rich is the class of processes which are infinitely divisible with respect to time?
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Publication:2482123
DOI10.1016/j.spl.2007.09.005zbMath1216.60042OpenAlexW2091832345MaRDI QIDQ2482123
Khalifa Es-Sebaiy, Youssef Ouknine
Publication date: 16 April 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.005
Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)
Related Items (8)
Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws ⋮ An integral representation of dilatively stable processes with independent increments ⋮ The infinite extendibility problem for exchangeable real-valued random vectors ⋮ Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time ⋮ IDT processes and associated Lévy processes with explicit constructions ⋮ A note on the Galambos copula and its associated Berstein function ⋮ Series Representation of Time-Stable Stochastic Processes ⋮ On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
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