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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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Détails bibliographiques
Auteurs principaux:	Ayed, Fadhel, Lee, Juho, Caron, François
Format:	Preprint
Publié:	2020
Sujets:	Methodology Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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