This paper introduces and studies a family of new classes of infinitely divisible distributions on R d with two parameters. Depending on parameters, these classes connect the Goldie–Steutel– Bondesson class and the class of generalized type G distributions, connect the Thorin class and the class M, and connect the class M and the class of generalized type G distributions. These classes are characterized by stochastic integral representations with respect to Lévy processes.
AbstractWe introduce an increasing set of classes Γa (0⩽α⩽1) of infinitely divisible (i.d.) distribu...
Bondesson (1992) said “Since a lot of the standard distributions now as known to be infinitely divis...
Abstract. Nested subclasses, denoted by Mn(Rd), n = 1, 2,..., of the class M(Rd), a subclass of the ...
Abstract. A new class of type G selfdecomposable distributions on Rd is in-troduced and characterize...
Abstract. Bondesson (1981) studied the class of generalized convolutions of mix-tures of exponential...
(Running head: Type G selfdecomposable distributions on R d) Abstract. A new class of type G selfdec...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
(Running head: Nested subclasses of infinitely divisible distributions) Abstract. It is shown that t...
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Par...
AbstractA class of infinitely divisible distributions on {0,1,2,…} is defined by requiring the (disc...
There is a one-to-one correspondence between classical one-dimensional infi-nitely divisible distrib...
In this paper we study time series models with infinitely divisible marginal distributions. The moti...
We study infinitely divisible (ID) distributions on the nonnegative half-line $\mathbb{R}_+$. The L\...
We introduce an increasing set of classes Ga (0a1) of infinitely divisible (i.d.) distributions on {...
In the present paper we define and investigate a novel class of distributions on the simplex, termed...
AbstractWe introduce an increasing set of classes Γa (0⩽α⩽1) of infinitely divisible (i.d.) distribu...
Bondesson (1992) said “Since a lot of the standard distributions now as known to be infinitely divis...
Abstract. Nested subclasses, denoted by Mn(Rd), n = 1, 2,..., of the class M(Rd), a subclass of the ...
Abstract. A new class of type G selfdecomposable distributions on Rd is in-troduced and characterize...
Abstract. Bondesson (1981) studied the class of generalized convolutions of mix-tures of exponential...
(Running head: Type G selfdecomposable distributions on R d) Abstract. A new class of type G selfdec...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
(Running head: Nested subclasses of infinitely divisible distributions) Abstract. It is shown that t...
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Par...
AbstractA class of infinitely divisible distributions on {0,1,2,…} is defined by requiring the (disc...
There is a one-to-one correspondence between classical one-dimensional infi-nitely divisible distrib...
In this paper we study time series models with infinitely divisible marginal distributions. The moti...
We study infinitely divisible (ID) distributions on the nonnegative half-line $\mathbb{R}_+$. The L\...
We introduce an increasing set of classes Ga (0a1) of infinitely divisible (i.d.) distributions on {...
In the present paper we define and investigate a novel class of distributions on the simplex, termed...
AbstractWe introduce an increasing set of classes Γa (0⩽α⩽1) of infinitely divisible (i.d.) distribu...
Bondesson (1992) said “Since a lot of the standard distributions now as known to be infinitely divis...
Abstract. Nested subclasses, denoted by Mn(Rd), n = 1, 2,..., of the class M(Rd), a subclass of the ...