Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes
From MaRDI portal
Publication:2688196
DOI10.1007/s10687-022-00450-wOpenAlexW3092580919MaRDI QIDQ2688196
Jan-Frederik Mai, Florian Brück, Matthias Scherer
Publication date: 2 March 2023
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.03279
de Finetti representationinfinitely divisible stochastic processeschronometerexponent measuremin/max-id sequences
Related Items (1)
Cites Work
- Exchangeable exogenous shock models
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach
- Extreme dependence models based on event magnitude
- Extendibility of Marshall-Olkin distributions and inverse Pascal triangles
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time
- Two novel characterizations of self-decomposability on the half-line
- Multivariate distributions and the moment problem
- The deFinetti representation of generalised Marshall-Olkin sequences
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Infinite divisibility for stochastic processes and time change
- A characterization of Gumbel's family of extreme value distributions
- Nonparametric Bayes estimators based on beta processes in models for life history data
- Strictly stable distributions on convex cones
- A spectral representation for max-stable processes
- Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
- Distributional results for means of normalized random measures with independent increments
- Representations and isomorphism identities for infinitely divisible processes
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
- Tailfree and neutral random probabilities and their posterior distributions
- Prior distributions on spaces of probability measures
- Multivariate distributions from mixtures of max-infinitely divisible distributions
- Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws
- Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences
- Canonical spectral representation for exchangeable max-stable sequences
- A Bayesian analysis of some nonparametric problems
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
- Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
- Exponential functionals and means of neutral-to-the-right priors
- A Theory of the Term Structure of Interest Rates
- Reparameterizing Marshall–Olkin copulas with applications to sampling
- Posterior Analysis for Normalized Random Measures with Independent Increments
- Max-infinite divisibility
- Max-infinite divisibility and multivariate total positivity
- Series Representation of Time-Stable Stochastic Processes
- Path Properties of Dilatively Stable Processes and Singularity of Their Distributions
- Families of Multivariate Distributions
- Stochastic Volatility for Lévy Processes
- Simulating Copulas
- Max‐infinitely divisible models and inference for spatial extremes
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk
- Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws
- Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution
- IDT processes and associated Lévy processes with explicit constructions
- Infinitely divisible stochastic processes
- A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation
- Stochastic integral representations and classification of sum- and max-infinitely divisible processes
- Dilatively stable stochastic processes and aggregate similarity
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes