Riva Palacio, Alan, Leisen, Fabrizio (2017) Integrability conditions for compound random measures. Statistics and Probability Letters, 135 . pp. 32-37. ISSN 0167-7152. (doi:10.1016/j.spl.2017.11.005) (KAR id:65669)
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| Official URL: https://doi.org/10.1016/j.spl.2017.11.005 |
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Abstract
Compound random measures (CoRM’s) are a flexible and tractable framework for vectors of completely random measure. In this paper, we provide conditions to guarantee the existence of a CoRM. Furthermore, we prove some interesting properties of CoRM’s when exponential scores and regularly varying Lévy intensities are considered.
| Item Type: | Article |
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| DOI/Identification number: | 10.1016/j.spl.2017.11.005 |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | Fabrizio Leisen |
| Date Deposited: | 08 Jan 2018 16:23 UTC |
| Last Modified: | 04 Mar 2024 19:55 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/65669 (The current URI for this page, for reference purposes) |
University of Kent Author Information
Leisen, Fabrizio.
| Creator's ORCID: |
 https://orcid.org/0000-0002-2460-6176
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