Estimation of multivariate generalized gamma convolutions through Laguerre expansions.

O Laverny, E Masiello… - Electronic journal of …, 2021 - projecteuclid.org
The generalized gamma convolutions class of distributions appeared in Thorin's work while
looking for the infinite divisibility of the log-Normal and Pareto distributions. Although these …

[PDF][PDF] On the inversion of an autoregressive process of finite order

F Aumorassi, M Goubi, F Slimi - Math. Montisnigri, 2023 - montis.pmf.ac.me
In this paper we are interested by the inversion of any stationary and causal autoregressive
process of order p, we give some recurrence relations satisfied by the coefficients of the …

A fast algorithm for computing Bell polynomials based on index break-downs using prime factorization

H Taghavian - arxiv preprint arxiv:2004.09283, 2020 - arxiv.org
By establishing an interesting connection between ordinary Bell polynomials and rational
convolution powers, some composition and inverse relations of Bell polynomials as well as …

Estimation of high dimensional Gamma convolutions through random projections

O Laverny - arxiv preprint arxiv:2203.13741, 2022 - arxiv.org
Multivariate generalized Gamma convolutions are distributions defined by a convolutional
semi-parametric structure. Their flexible dependence structures, the marginal possibilities …