Bivariate gamma-geometric law and its induced Lévy process

DOI10.1016/j.jmva.2012.03.004zbMath1320.60038arXiv1302.4390MaRDI QIDQ432306

Wagner Barreto-Souza

Publication date: 4 July 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.4390

zbMATH Keywords

maximum likelihood estimation; characteristic function; infinitely divisible distribution; Lévy process; bivariate gamma-geometric law; orthogonal parameters

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60G51: Processes with independent increments; Lévy processes

62H12: Estimation in multivariate analysis

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F10: Point estimation

60G50: Sums of independent random variables; random walks

60E05: Probability distributions: general theory

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