A general stochastic model for bivariate episodes driven by a gamma sequence
DOI10.1186/s40488-021-00120-5zbMath1478.60048OpenAlexW3165188543MaRDI QIDQ2040918
Tomasz J. Kozubowski, Charles K. Amponsah, Anna K. Panorska
Publication date: 14 July 2021
Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s40488-021-00120-5
maximum likelihood estimationdistribution theoryheavy tailpower lawrandom summationfinancial dataBEG model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
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