The deFinetti representation of generalised Marshall-Olkin sequences
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Publication:828056
DOI10.1515/demo-2020-0006zbMath1455.60056OpenAlexW3041480499MaRDI QIDQ828056
Publication date: 14 January 2021
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2020-0006
Processes with independent increments; Lévy processes (60G51) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exchangeability for stochastic processes (60G09)
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Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ The infinite extendibility problem for exchangeable real-valued random vectors
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