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Infinite Divisibility for Stochastic Processes and Time Change

✍ Scribed by Ole E. Barndorff-Nielsen; Makoto Maejima; Ken-iti Sato


Publisher
Springer US
Year
2006
Tongue
English
Weight
292 KB
Volume
19
Category
Article
ISSN
0894-9840

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πŸ“œ SIMILAR VOLUMES


Stochastic orders based on the Laplace t
✍ JarosΕ‚aw Bartoszewicz πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 101 KB

Recently, Bartoszewicz (1999, Statist. Probab. Lett. 42, 207-212), has given characterizations of stochastic orders based on the Laplace transform and obtained moment inequalities for ordered distributions. In this note, we give some relations between these orders and inΓΏnitely divisible distributio