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Number Cited by Other Article(s)
1
Lau JW, Cripps E. Thinned completely random measures with applications in competing risks models. BERNOULLI 2022. [DOI: 10.3150/21-bej1361] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
2
Laverny O, Masiello E, Maume-Deschamps V, Rullière D. Estimation of multivariate generalized gamma convolutions through Laguerre expansions. Electron J Stat 2021. [DOI: 10.1214/21-ejs1918] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/11/2022]
3
Buchmann B, Lu KW, Madan DB. Self-decomposability of weak variance generalised gamma convolutions. Stoch Process Their Appl 2020. [DOI: 10.1016/j.spa.2019.02.012] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/27/2022]
4
Buchmann B, Lu KW, Madan DB. Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions. BERNOULLI 2019. [DOI: 10.3150/17-bej1004] [Citation(s) in RCA: 15] [Impact Index Per Article: 3.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
5
Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws. LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS 2019. [DOI: 10.30757/alea.v16-35] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/25/2022]
6
Leonenko NN, Taqqu MS, Terdik GH. Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem. Electron J Stat 2018. [DOI: 10.1214/18-ejs1473] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
7
James LF. Bayesian Poisson calculus for latent feature modeling via generalized Indian Buffet Process priors. Ann Stat 2017. [DOI: 10.1214/16-aos1517] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
8
Fotopoulos SB. Symmetric Gaussian mixture distributions with GGC scales. J MULTIVARIATE ANAL 2017. [DOI: 10.1016/j.jmva.2017.06.007] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/27/2022]
9
Buchmann B, Kaehler B, Maller R, Szimayer A. Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing. Stoch Process Their Appl 2017. [DOI: 10.1016/j.spa.2016.10.008] [Citation(s) in RCA: 15] [Impact Index Per Article: 2.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
10
Behme A, Bondesson L. A class of scale mixtures of $\operatorname{Gamma}(k)$-distributions that are generalized gamma convolutions. BERNOULLI 2017. [DOI: 10.3150/15-bej761] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
11
Bosch P, Simon T. On the infinite divisibility of inverse Beta distributions. BERNOULLI 2015. [DOI: 10.3150/14-bej654] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
12
Gasbarra D, Arjas E, Vehtari A, Slama R, Keiding N. The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective. LIFETIME DATA ANALYSIS 2015;21:594-625. [PMID: 26067898 DOI: 10.1007/s10985-015-9333-0] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/08/2014] [Accepted: 06/06/2015] [Indexed: 06/04/2023]
13
Burridge J, Kuznetsov A, Kwaśnicki M, Kyprianou A. New families of subordinators with explicit transition probability semigroup. Stoch Process Their Appl 2014. [DOI: 10.1016/j.spa.2014.06.005] [Citation(s) in RCA: 14] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/16/2022]
14
Subordinated Brownian Motion: Last Time the Process Reaches its Supremum. SANKHYA A 2014. [DOI: 10.1007/s13171-014-0061-4] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
15
Infinitely divisible multivariate and matrix Gamma distributions. J MULTIVARIATE ANAL 2014. [DOI: 10.1016/j.jmva.2014.04.017] [Citation(s) in RCA: 14] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/21/2022]
16
Jedidi W, Simon T. Further examples of GGC and HCM densities. BERNOULLI 2013. [DOI: 10.3150/12-bej431] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
17
Bondesson L. A Class of Probability Distributions that is Closed with Respect to Addition as Well as Multiplication of Independent Random Variables. J THEOR PROBAB 2013. [DOI: 10.1007/s10959-013-0523-y] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
18
Behme A, Maejima M, Matsui M, Sakuma N. Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions. BERNOULLI 2012. [DOI: 10.3150/11-bej382] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
19
Bar-Lev SK, Löpker A, Stadje W. On the small-time behavior of subordinators. BERNOULLI 2012. [DOI: 10.3150/11-bej363] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
20
Keller-Ressel M, Mijatović A. On the limit distributions of continuous-state branching processes with immigration. Stoch Process Their Appl 2012. [DOI: 10.1016/j.spa.2012.03.012] [Citation(s) in RCA: 24] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/27/2022]
21
Madan D, Yor M. Moments of Wiener integrals for subordinators. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2012. [DOI: 10.1214/ecp.v17-2206] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
22
Vakeroudis S, Yor M. Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2012. [DOI: 10.1214/ecp.v17-2090] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
23
James LF, Zhang Z. Quantile clocks. ANN APPL PROBAB 2011. [DOI: 10.1214/10-aap752] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
24
James LF. Lamperti-type laws. ANN APPL PROBAB 2010. [DOI: 10.1214/09-aap660] [Citation(s) in RCA: 32] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
25
FAVARO STEFANO, PRÜNSTER IGOR, WALKER STEPHENG. On a Class of Random Probability Measures with General Predictive Structure. Scand Stat Theory Appl 2010. [DOI: 10.1111/j.1467-9469.2010.00702.x] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
26
James LF. Dirichlet mean identities and laws of a class of subordinators. BERNOULLI 2010. [DOI: 10.3150/09-bej224] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
27
Aoyama T, Lindner A, Maejima M. A New Family of Mappings of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class. ELECTRON J PROBAB 2010. [DOI: 10.1214/ejp.v15-791] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
28
Lijoi A, Prünster I. Distributional properties of means of random probability measures. STATISTICS SURVEYS 2009. [DOI: 10.1214/09-ss041] [Citation(s) in RCA: 12] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
29
Nikeghbali A, Yor M. The Barnes $G$ function and its relations with sums and products of generalized Gamma convolution variables. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2009. [DOI: 10.1214/ecp.v14-1488] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
30
Perez Abreu V, Sakuma N. Free Generalized Gamma Convolutions. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2008. [DOI: 10.1214/ecp.v13-1413] [Citation(s) in RCA: 10] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
31
Kyprianou A, Rivero V. Special, conjugate and complete scale functions for spectrally negative Lévy processes. ELECTRON J PROBAB 2008. [DOI: 10.1214/ejp.v13-567] [Citation(s) in RCA: 43] [Impact Index Per Article: 2.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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