The Normal-Generalised Gamma-Pareto process: A novel pure-jump Lévy process with flexible tail and jump-activity properties

19 June 2020

Papers citing "The Normal-Generalised Gamma-Pareto process: A novel pure-jump Lévy process with flexible tail and jump-activity properties"

3 / 3 papers shown

Title
Deep neural networks with dependent weights: Gaussian Process mixture limit, heavy tails, sparsity and compressibility Hoileong Lee Fadhel Ayed Paul Jung Juho Lee Hongseok Yang François Caron 48 10 0 17 May 2022
On sparsity, power-law and clustering properties of graphex processes François Caron F. Panero Judith Rousseau 31 11 0 10 Aug 2017
Modeling high-frequency financial data by pure jump processes Bing-Yi Jing Xinbing Kong Zhi Liu 41 65 0 05 Jun 2012