Generalized Inv-Log-Gamma-G processes

DOI10.1080/07362994.2018.1524305zbMath1420.60058OpenAlexW2898788609MaRDI QIDQ4634154

Milan Stehlík, Pavlina Jordanova, Jozef Kisel'ák

Publication date: 7 May 2019

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2018.1524305

zbMATH Keywords

record valuesMarkov processesInv-Log-Gamma processtransformations of gamma processes

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Continuous-time Markov processes on general state spaces (60J25)

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