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Gamma process
STOCHASTIC COMPARISONS and AGING PROPERTIES of an EXTENDED GAMMA PROCESS Zeina Al Masry, Sophie Mercier, Ghislain Verdier
Introduction to Lévy Processes
Nonparametric Bayesian Latent Factor Models for Network Reconstruction
Option Pricing in Bilateral Gamma Stock Models
Bayesian Nonparametrics for Sparse Dynamic Networks
Compound Random Measures and Their Use in Bayesian Nonparametrics
A Simple Proof of Pitman-Yor's Chinese Restaurant Process from Its Stick-Breaking Representation
Nonparametric Dynamic Network Modeling
PROBABILISTIC CONSTRUCTION and PROPERTIES of GAMMA PROCESSES and EXTENSIONS Sophie Mercier
Combinatorial Clustering and the Beta Negative Binomial Process
The Kernel Beta Process
Real-Time Inference for a Gamma Process Model of Neural Spiking
Stochastic Modeling of Deterioration in Nuclear Power Plant Components
Gaussian Loop- and Polya Processes: a Point Process Approach
Option Pricing Under the Variance Gamma Process
Lévy Measure Decompositions for the Beta and Gamma Processes
The Variance Gamma Process and Option Pricing
The Variance Gamma (VG) Model with Long Range Dependence
Top View
Spatial Normalized Gamma Processes
Continuum Scale Modelling and Complementary Experimentation of Solid Oxide Cells
Overview Pathologies of the Gamma Distribution for Small Parameters
Bayesian Analysis of Stochastic Process Models
Gamma Processes and Peaks-Over-Threshold Distributions for Time-Dependent Reliability
Crossover Behaviour in Driven Cascades
Improving Continuous Time Martingale Concentration
The Gamma Process and Its Generalizations for Describing Age- And/Or State Dependent Degradation Phenomena
Poisson-Gamma Dynamical Systems
Lectures on the Poisson Process
On the Model Shrinkage Effect of Gamma Process Edge Partition Models
Arxiv:1701.00112V4 [Q-Fin.PR] 14 Feb 2018 Better the High Peaks Near the Origin, and the Heavy Tails Feature
A Hitting Time for Lévy Processes, with Application to Dams and Branching Processes Annales De La Faculté Des Sciences De Toulouse 6E Série, Tome 5, No 3 (1996), P
Prognostic and Classification of Dynamic Degradation in a Mechanical System Using Variance Gamma Process
The Multivariate Variance Gamma Process and Its Applications in Multi-Asset Option Pricing
Lecture 9: More Bayesian Nonparametrics
Gamma Processes, Stick-Breaking, and Variational Inference
Chinese Restaurant Process (CRP) Distance Dependent CRP Blei & Frazier, JMLR 2011