Miscellanea. Representations of Levy processes without Gaussian components
From MaRDI portal
Publication:4506040
DOI10.1093/biomet/87.2.477zbMath1072.60503OpenAlexW2125532222MaRDI QIDQ4506040
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
Processes with independent increments; Lévy processes (60G51) Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
On a Class of Random Probability Measures with General Predictive Structure, Normalized random measures driven by increasing additive processes, Lévy-based Cox point processes, Distribution theory for hierarchical processes, Numerical aspects of shot noise representation of infinitely divisible laws and related processes, A moment-matching Ferguson \& Klass algorithm, Nonparametric Bayesian data analysis, Bayesian Survival Analysis in Proportional Hazard Models with Logistic Relative Risk, A class of neutral to the right priors induced by superposition of beta processes, A semi-parametric Bayesian analysis of survival data based on Lévy-driven processes, Modeling with normalized random measure mixture models, Computations via Auxiliary Random Functions for Survival Models, A Bayesian nonparametric goodness of fit test for right censored data based on approximate samples from the beta-Stacy process, On the Truncation Error of a Superposed Gamma Process