Generalized Inv-Log-Gamma-G processes

STOCHASTIC ANALYSIS AND APPLICATIONS

dc.creatorKisel'ak, Jozef
dc.creatorJordanova, Pavlina K
dc.creatorStehlik, Milán
dc.date2021-08-23T22:57:16Z
dc.date2022-07-07T02:39:48Z
dc.date2021-08-23T22:57:16Z
dc.date2022-07-07T02:39:48Z
dc.date2018
dc.date.accessioned2023-08-22T06:19:29Z
dc.date.available2023-08-22T06:19:29Z
dc.identifier1151441
dc.identifier1151441
dc.identifierhttps://hdl.handle.net/10533/252014
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/8327455
dc.descriptionGamma processes belong to subordinators for which very small jumps occurs infinitely many times in any finite time interval but their sums are finite. Here we consider their novel and important modifications with a nice application potential. A generalization of fractional kth lower record value process defined in Bieniek and Szynal, called Inverse-Log-Gamma-G process is investigated. Explicit relation with the Gamma process is presented and conditional, posterior and finite dimensional distributions are derived. The results are obtained by appropriate transformations of known stochastic processes. In contrast with the regression this allows us to describe the finite dimensional distributions of the processes of interest and in this way to make their full characterization.
dc.descriptionRegular 2015
dc.descriptionFONDECYT
dc.descriptionFONDECYT
dc.languageeng
dc.relationhandle/10533/111557
dc.relationhandle/10533/111541
dc.relationhandle/10533/108045
dc.relationhttps://doi.org/10.1080/07362994.2018.1524305
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 Chile
dc.rightshttp://creativecommons.org/licenses/by-nc-nd/3.0/cl/
dc.rightsinfo:eu-repo/semantics/article
dc.rightsinfo:eu-repo/semantics/openAccess
dc.titleGeneralized Inv-Log-Gamma-G processes
dc.titleSTOCHASTIC ANALYSIS AND APPLICATIONS
dc.typeArticulo
dc.typeinfo:eu-repo/semantics/publishedVersion


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