Skip to main content

Integrability conditions for compound random measures

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)

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
DOI/Identification number: 10.1016/j.spl.2017.11.005
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Fabrizio Leisen
Date Deposited: 08 Jan 2018 16:23 UTC
Last Modified: 30 Aug 2019 11:15 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/65669 (The current URI for this page, for reference purposes)
Leisen, Fabrizio: https://orcid.org/0000-0002-2460-6176
  • Depositors only (login required):

Downloads

Downloads per month over past year