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Integrability conditions for Compound Random Measures by Palacio, Alan Riva; Leisen, Fabrizio is a scholarly article available to read on EtoBox.

What is Integrability conditions for Compound Random Measures about?

Compound random measures (CoRM's) are a flexible and tractable framework for vectors of completely random measure. In this paper, we provide conditions to guarantee the existence of a CoRM. Furthermore, we prove some interesting properties of CoRM's when exponential scores and regularly varying L\'evy intensities are considered.

Author

Palacio, Alan Riva; Leisen, Fabrizio

Published

2017

Language

EN