The Normal-Generalised Gamma-Pareto process: A novel pure-jump Lévy process with flexible tail and jump-activity properties

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ayed, Fadhel, Lee, Juho, Caron, François
Format:	Preprint
Published:	2020
Subjects:	Methodology Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2006.10968