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Gajda J. Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators. COMMUN STAT-THEOR M 2022. [DOI: 10.1080/03610926.2020.1817486] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/23/2022]
Affiliation(s)
- Janusz Gajda
- Faculty of Pure and Applied Mathematics, Hugo Steinhaus Center, Wroclaw University of Science and Technology, Wroclaw, Poland
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Torricelli L, Barabesi L, Cerioli A. Tempered positive Linnik processes and their representations. Electron J Stat 2022. [DOI: 10.1214/22-ejs2090] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]
Affiliation(s)
- Lorenzo Torricelli
- University of Bologna, Department of Statistical Sciences “P. Fortunati”, Via delle Belle Arti 41, 40126, Bologna
| | - Lucio Barabesi
- University of Siena, Department of Economics and Statistics, Piazza San Francesco 7, 53100, Siena
| | - Andrea Cerioli
- University of Parma, Department of Economics and Management, Via Kennedy 6, 43125, Parma
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