A bivariate Lévy process with negative binomial and gamma marginals
type: Item
instance of: scholarly article
title: A bivariate Lévy process with negative binomial and gamma marginals
zbMATH Open document ID: 1144.60310
author: Tomasz J. Kozubowski
author: Anna K. Panorska
author: Krzysztof Podgórski
published in: Journal of Multivariate Analysis
publication date: 2008-08-06T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 5307016
zbMATH Keywords: discrete Lévy process
zbMATH Keywords: gamma process
zbMATH Keywords: gamma Poisson process
zbMATH Keywords: infinite divisibility
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: negative binomial process
zbMATH Keywords: operational time
zbMATH Keywords: random summation
zbMATH Keywords: random time transformation
zbMATH Keywords: stability
zbMATH Keywords: subordination
zbMATH Keywords: self-similarity
MaRDI profile type: Publication
full work available at URL: j.jmva.2008.02.029
OpenAlex ID: W2085396093
cites work: Q3331506
cites work: On simulation from infinitely divisible distributions
cites work: Financial Modelling with Jump Processes
cites work: Q3723577
cites work: A Representation of Independent Increment Processes without Gaussian Components
cites work: Q4275389
cites work: Fractional Laplace motion
cites work: A mixed bivariate distribution with exponential and geometric marginals
cites work: Invariance properties of the negative binomial Levy process and stochastic self-similarity
cites work: Q5556138
cites work: Q2738738
DOI: 10.1016/J.JMVA.2008.02.029
description: scientific article; zbMATH DE number 5307016