The Normal-Generalised Gamma-Pareto process: A novel pure-jump L\'evy process with flexible tail and jump-activity properties (Q6343262)

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preprint article from arXiv
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The Normal-Generalised Gamma-Pareto process: A novel pure-jump L\'evy process with flexible tail and jump-activity properties
preprint article from arXiv

    Statements

    19 June 2020
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    stat.ME
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    math.ST
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    stat.TH
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    Fadhel Ayed
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    Juho Lee
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    François Caron
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