The Normal-Generalised Gamma-Pareto Process: A Novel Pure-Jump Lévy Process with Flexible Tail and Jump-Activity Properties
Author:
Affiliation:
1. Department of Statistics, University of Oxford
2. AI Graduate School, KAIST
Publisher
Institute of Mathematical Statistics
Subject
Applied Mathematics,Statistics and Probability
Reference48 articles.
1. ZHANG, A. and PAISLEY, J. (2018). Deep Bayesian nonparametric tracking. In International Conference on Machine Learning 5828–5836.
2. AALEN, O. (1992). Modelling heterogeneity in survival analysis by the compound Poisson distribution. The Annals of Applied Probability 951–972.
3. AÏT-SAHALIA, Y. and JACOD, J. (2009). Estimating the degree of activity of jumps in high frequency data. The Annals of Statistics 37 2202–2244.
4. ANDRIEU, C., DOUCET, A. and HOLENSTEIN, R. (2010). Particle Markov chain Monte Marlo methods. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 72 269–342.
5. ANDRIEU, C. and ROBERTS, G. O. (2009). The pseudo-marginal approach for efficient Monte Carlo computations. The Annals of Statistics 37 697–725.
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3