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Distributional properties of the negative binomial Lévy process
16 references·2 citing·40 second hop
Distributional properties of the negative binomial Lévy process (2009)Distributional properties of the negative…Predicting future citation behavior (2003)Predicting future citation be…Lévy processes in finance pricing financial derivatives (2003)Lévy processes in finance pri…Financial Modelling with Jump Processes (2003)Financial Modelling with Jump…The nth-citation distribution and obsolescence (2002)The nth-citation distribution…Stochastic modelling of the first-citation distribution (2001)Stochastic modelling of the f…Series Representations of Lévy Processes from the Perspective of Point Processes (2001)Series Representations of Lév…Predictive aspects of a stochastic model for citation processes (1995)Predictive aspects of a stoch…Stochastic processes directed by randomized time (1993)Stochastic processes directed…The Dirichlet: A Comprehensive Model of Buying Behaviour (1984)The Dirichlet: A Comprehensiv…Life Table Methods for Heterogeneous Populations: Distributions Describing the Heterogeneity (1984)Life Table Methods for Hetero…Spatial Processes, Models and Applications (1983)Spatial Processes, Models and…On simulation from infinitely divisible distributions (1982)On simulation from infinitely…A stochastic process whose successive intervals between events form a first order Markov chain — I (1968)A stochastic process whose su…On a Family of Lag Distributions (1960)On a Family of Lag Distributi…The Pattern of Consumer Purchases (1959)The Pattern of Consumer Purch…On the Distribution of Deaths with Age when the Causes of Death Act Cumulatively, and Similar Frequency Distributions (1910)On the Distribution of Deaths…Counting processes with Bernštein intertimes and random jumps (2015)Counting processes with Bernš…General theory of geometric Lévy models for dynamic asset pricing (2012)General theory of geometric L…Extreme Values, Regular Variation and Point Processes (1987)Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes (1993)Simulation and Chaotic Behaviour of α-Stable Stochastic Processes. (1995)Modelling by Lévy Processes for Financial Econometrics (2001)Modelling by Lévy Processess for Financial Econometrics (2001)Hyperbolic Processes in Finance (2003)A general theory of bibliometric and other cumulative advantage processes (1976)A bibliometric distribution which really works (1985)A Review of Global Competitiveness Research: Past Advances and Future Directions (2017)An Assessment of the Exporting Literature: Using Theory and Data to Identify Future Research Directions (2018)An Assessment of Brand Experience Knowledge Literature: Using Bibliometric Data to Identify Future Research Direction (2020)On the infinite divisibility of the lognormal distribution (1977)On the simulation of iterated Itô integrals (2001)Constructing hierarchical Archimedean copulas with Lévy subordinators (2009)Gamma expansion of the Heston stochastic volatility model (2009)Econometric Methods for the Duration of Unemployment (1979)The impact of heterogeneity in individual frailty on the dynamics of mortality (1979)A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics (1986)Alternative Models for the Heterogeneity of Mortality Risks Among the Aged (1986)Authoritarian Reversals and Democratic Consolidation (2008)Distributed Lags and Investment Analysis (1956)The Estimation of Distributed Lags (1958)INTEREST RATES AND THE DEMAND FOR CONSUMER DURABLE GOODS (1967)Household Demand for Financial Assets (1968)A model for non-negative and non-positive distributed lag functions (1981)The Relative Contribution of Jumps to Total Price Variance (2005)A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (2008)What's Vol Got to Do with It (2010)A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (2005)The application of continuous-time random walks in finance and economics (2005)Pricing early-exercise and discrete barrier options by fourier-cosine series expansions (2009)Spatial pattern and ecological analysis (1989)Testing Weak Cross-Sectional Dependence in Large Panels (2014)A measure of spatial stratified heterogeneity (2016)Excess Behavioral Loyalty for High-Share Brands: Deviations from the Dirichlet Model for Repeat Purchasing (1993)A Comparison of Online and Offline Consumer Brand Loyalty (2003)Understanding brand performance measures: using Dirichlet benchmarks (2003)Investigating Household Purchase Timing Decisions: A Conditional Hazard Function Approach (1991)Building Models for Marketing Decisions (2000)Estimating aggregate consumer preferences from online product reviews (2010)
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References

  • 2003Financial Modelling with Jump Processes3,217 cited
  • 1983Spatial Processes, Models and Applications2,628 cited
  • 2003Lévy processes in finance pricing financial derivatives807 cited
  • 1984Life Table Methods for Heterogeneous Populations: Distributions Describing the Heterogeneity448 cited
  • 1984The Dirichlet: A Comprehensive Model of Buying Behaviour435 cited
  • 1959The Pattern of Consumer Purchases349 cited
  • 2001Series Representations of Lévy Processes from the Perspective of Point Processes240 cited
  • 1982On simulation from infinitely divisible distributions132 cited
  • 1960On a Family of Lag Distributions123 cited
  • 2003Predicting future citation behavior80 cited
  • 1995Predictive aspects of a stochastic model for citation processes67 cited
  • 1968A stochastic process whose successive intervals between events form a first order Markov chain — I67 cited
  • 1993Stochastic processes directed by randomized time67 cited
  • 2001Stochastic modelling of the first-citation distribution66 cited
  • 2002The nth-citation distribution and obsolescence63 cited
  • 1910

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On the Distribution of Deaths with Age when the Causes of Death Act Cumulatively, and Similar Frequency Distributions
41 cited

Cited by

  • 2015Counting processes with Bernštein intertimes and random jumps45 cited
  • 2012General theory of geometric Lévy models for dynamic asset pricing30 cited