Pages that link to "Item:Q5667837"
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The following pages link to A Representation of Independent Increment Processes without Gaussian Components (Q5667837):
Displaying 50 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Defining predictive probability functions for species sampling models (Q252752) (← links)
- Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
- A blocked Gibbs sampler for NGG-mixture models via a priori truncation (Q294236) (← links)
- Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective (Q309573) (← links)
- On a rapid simulation of the Dirichlet process (Q433573) (← links)
- A moment-matching Ferguson \& Klass algorithm (Q517368) (← links)
- Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
- Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions (Q600159) (← links)
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- Stick-breaking representation and computation for normalized generalized gamma processes (Q746052) (← links)
- The influence of sequential extremal processes on the partial sum process (Q907380) (← links)
- A bivariate Lévy process with negative binomial and gamma marginals (Q935337) (← links)
- Bayesian density estimation and model selection using nonparametric hierarchical mixtures (Q962324) (← links)
- A semi-parametric Bayesian analysis of survival data based on Lévy-driven processes (Q995969) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Convergence of point processes with weakly dependent points (Q1047155) (← links)
- Series representation for operator semistable laws and domains of normal attraction (Q1288944) (← links)
- Bounds for the accuracy of Poissonian approximations of stable laws (Q1382469) (← links)
- Characterizations of scale mixtures of gamma processes in terms of sufficiency and isotropy (Q1585960) (← links)
- Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes (Q1613594) (← links)
- Bayesian semiparametric analysis of short- and long-term hazard ratios with covariates (Q1621326) (← links)
- Full Bayesian inference with hazard mixture models (Q1660222) (← links)
- Simulation of Student-Lévy processes using series representations (Q1729303) (← links)
- Distribution theory for hierarchical processes (Q1731744) (← links)
- Truncated random measures (Q1740525) (← links)
- The Hausdorff dimension of the range of the Lévy multistable processes (Q1741882) (← links)
- On approximations of the beta process in latent feature models: point processes approach (Q1744721) (← links)
- Ratios of ordered points of point processes with regularly varying intensity measures (Q1756963) (← links)
- Nonparametric Bayesian data analysis (Q1766317) (← links)
- Representations, decompositions and sample function continuity of random fields with independent increments (Q1837472) (← links)
- A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes (Q1932220) (← links)
- An estimation of the stability and the localisability functions of multistable processes (Q1951150) (← links)
- Econometric specification of the risk neutral valuation model (Q1969816) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Trimmed Lévy processes and their extremal components (Q1986022) (← links)
- Firm growth and Laplace distribution: the importance of large jumps (Q2002645) (← links)
- Survival analysis via hierarchically dependent mixture hazards (Q2039791) (← links)
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- Truncated simulation and inference in edge-exchangeable networks (Q2074285) (← links)
- A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes (Q2175220) (← links)
- Approximation of Bayesian models for time-to-event data (Q2199709) (← links)
- Sampling hierarchies of discrete random structures (Q2209723) (← links)
- A general approach to sample path generation of infinitely divisible processes via shot noise representation (Q2244430) (← links)
- On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process (Q2257024) (← links)
- A class of neutral to the right priors induced by superposition of beta processes (Q2270283) (← links)
- The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference (Q2276197) (← links)
- Two part envelopes for rejection sampling of some completely random measures (Q2322621) (← links)
- Restricted Indian buffet processes (Q2361468) (← links)
