A note on a bivariate gamma distribution

DOI10.1016/J.SPL.2010.09.004zbMath1204.60020OpenAlexW2055373238MaRDI QIDQ613197

Makoto Maejima, Yohei Ueda

Publication date: 20 December 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.004

zbMATH Keywords

infinitely divisible distribution\(\alpha \)-selfdecomposable distributionbivariate gamma distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05)

Related Items (1)

Classes of Infinitely Divisible Distributions and Examples

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes
• Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions
• Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\)
• Fourier transforms of measures from the classes \({\mathcal U}_ \beta{},\;-2 < \beta{}\leq{}-1\)
• Random integral representations for classes of limit distributions similar to Lévy class L₀, II

This page was built for publication: A note on a bivariate gamma distribution