Journal article icon

Journal article

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

Abstract:

We propose a novel family of self-decomposable L´evy processes where one can control separately the tail behavior and the jump activity of the process, via two different parameters. Crucially, we show that one can sample exactly increments of this process, at any time scale; this allows the implementation of likelihood-free Markov chain Monte Carlo algorithms for (asymptotically) exact posterior inference. We use this novel process in L´evy-based stochastic volatility models to predict the re...

Expand abstract
Publication status:
Published
Peer review status:
Peer reviewed

Actions


Access Document


Files:
Publisher copy:
: 10.1214/22-BA1343

Authors


More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
Publisher:
International Society for Bayesian Analysis Publisher's website
Journal:
Bayesian Analysis Journal website
Publication date:
2022-12-13
Acceptance date:
2022-11-18
DOI:
EISSN:
1931-6690
ISSN:
1936-0975
Language:
English
Keywords:
Pubs id:
1308412
Local pid:
pubs:1308412
Deposit date:
2022-11-23

Terms of use


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP