Yuguang Ipsen
- Convergence to stable limits for ratios of trimmed Levy processes and\n their jumps
2017/08/25 by Yuguang Ipsen, Péter Kevei, Ipsen, Yuguang F. +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex
2018/02/07 by Yuguang Ipsen, Ross Maller, Ipsen, Yuguang Fan +1 · 1 citation
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Statistical Methods and Inference #Point processes and geometric inequalities