A unified construction for series representations and finite approximations of completely random measures-Reference-Cited by-同舟云学术

A unified construction for series representations and finite approximations of completely random measures

Published:2023-08-01 Issue:3 Volume:29 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Lee Juho¹,Miscouridou Xenia²,Caron François³

Affiliation:

1. Graduate school of AI, KAIST, Daejeon, Republic of Korea

2. Department of Mathematics, Imperial College London, England

3. Department of Statistics, University of Oxford, England

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference70 articles.

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2. Cont, R. and Tankov, P. (2004). Financial Modelling with Jump Processes. Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press/CRC.

3. Møller, J. and Waagepetersen, R.P. (2004). Statistical Inference and Simulation for Spatial Point Processes. Monographs on Statistics and Applied Probability 100. Boca Raton, FL: CRC Press/CRC.

4. Kingman, J.F.C. (1967). Completely random measures. Pacific J. Math. 21 59–78.

5. Caron, F. and Fox, E.B. (2017). Sparse graphs using exchangeable random measures. J. R. Stat. Soc. Ser. B. Stat. Methodol. 79 1295–1366. 10.1111/rssb.12233

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