On inverse-Gamma distribution delayed by Poisson process
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DOI: 10.1016/j.spl.2023.109787
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- Abdelouahab Bibi & Fateh Merahi, 2020. "Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(16), pages 4046-4072, August.
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Keywords
Diffusion processes; Subordination; Poisson process;All these keywords.
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