Generalized linear model for subordinated Lévy processes

DOI10.1111/SJOS.12538zbMath1496.62127OpenAlexW3161533993MaRDI QIDQ5043778

Farouk Mselmi

Publication date: 6 October 2022

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12538

zbMATH Keywords

Lévy processesgeneralized linear modelquasi-likelihood functionsubordinated variance function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

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