Two Novel Characterizations of Self-Decomposability on the Half-Line
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DOI: 10.1007/s10959-015-0644-6
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Cited by:
- Brück, Florian, 2023. "Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
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Keywords
Self-decomposability; Sato process; Copula; Complete monotonicity;All these keywords.
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