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  citation-key: AhrensComputer1974
  container-title: Computing
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  DOI: 10.1007/BF02293108
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      month: 9
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  language: en
  page: 223-246
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- id: AhrensGenerating1982
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  container-title: Communications of the ACM
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  title: Generating gamma variates by a modified rejection technique
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- id: ApplebaumLevy2004
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  citation-key: ApplebaumLevy2004
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- id: ApplebaumLevy2009
  author:
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- id: AsmussenStochastic2007
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  citation-key: AsmussenStochastic2007
  edition: 2007 edition
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- id: AvramidisNew2003
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  collection-title: WSC '03
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  title: >-
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- id: BarndorffNielsenClasses2006
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  container-title: Bernoulli
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- id: BarndorffNielsenMultivariate2001
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  title: Multivariate subordination, self-decomposability and stability
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- id: BertoinLevy1996
  author:
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      given: Jean
  call-number: QA274.73 .B48 1996
  citation-key: BertoinLevy1996
  collection-number: '121'
  collection-title: Cambridge tracts in mathematics
  event-place: Cambridge ; New York
  ISBN: 978-0-521-56243-0
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  number-of-pages: '265'
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  title: Lévy processes
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- id: BertoinSubordinators1999
  accessed:
    - year: 2019
      month: 10
      day: 14
  author:
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      given: Jean
  citation-key: BertoinSubordinators1999
  collection-title: Lecture Notes in Mathematics
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    Lectures on Probability Theory and Statistics: Ecole d’Eté de Probailités de
    Saint-Flour XXVII - 1997
  DOI: 10.1007/978-3-540-48115-7_1
  editor:
    - family: Bertoin
      given: Jean
    - family: Martinelli
      given: Fabio
    - family: Peres
      given: Yuval
    - family: Bernard
      given: Pierre
  event-place: Berlin, Heidelberg
  ISBN: 978-3-540-48115-7
  issued:
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  language: en
  page: 1-91
  publisher: Springer Berlin Heidelberg
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  title: 'Subordinators: Examples and Applications'
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- id: BertoinSubordinators2000
  author:
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      given: Jean
  citation-key: BertoinSubordinators2000
  issued:
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  publisher: University of Aarhus. Centre for Mathematical Physics and Stochastics …
  title: >-
    Subordinators, Lévy processes with no negative jumps, and branching
    processes
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- id: BhattacharyaStochastic2009
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    - year: 2013
      month: 2
      day: 18
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    - family: Waymire
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  citation-key: BhattacharyaStochastic2009
  ISBN: 978-0-89871-689-4 978-0-89871-899-7
  issued:
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  publisher: Society for Industrial and Applied Mathematics
  title: Stochastic Processes with Applications
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- id: BondessonGeneralized2012
  author:
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      given: Lennart
  citation-key: BondessonGeneralized2012
  collection-number: '76'
  collection-title: Lecture notes in statistics
  event-place: New York
  ISBN: 978-1-4612-2948-3
  issued:
    - year: 2012
      month: 12
      day: 6
  language: en
  number-of-pages: '184'
  publisher: Springer Science & Business Media
  publisher-place: New York
  title: >-
    Generalized Gamma Convolutions and Related Classes of Distributions and
    Densities
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- id: BuchmannMultivariate2015
  accessed:
    - year: 2019
      month: 10
      day: 9
  author:
    - family: Buchmann
      given: Boris
    - family: Kaehler
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    - family: Maller
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  citation-key: BuchmannMultivariate2015
  container-title: arXiv:1502.03901 [math, q-fin]
  issued:
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      day: 13
  language: en
  title: >-
    Multivariate Subordination using Generalised Gamma Convolutions with
    Applications to V.G. Processes and Option Pricing
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  URL: http://arxiv.org/abs/1502.03901

- id: ChaumontExercises2012
  author:
    - family: Chaumont
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  citation-key: ChaumontExercises2012
  ISBN: 978-1-107-60655-5
  issued:
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      month: 7
      day: 19
  language: en
  number-of-pages: '301'
  publisher: Cambridge University Press
  title: >-
    Exercises in Probability: A Guided Tour from Measure Theory to Random
    Processes, Via Conditioning
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- id: CinlarGeneralization1980
  accessed:
    - year: 2020
      month: 1
      day: 29
  archive: JSTOR
  author:
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  citation-key: CinlarGeneralization1980
  container-title: Journal of Applied Probability
  DOI: 10.2307/3213036
  ISSN: 0021-9002
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  title: On a Generalization of Gamma Processes
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  volume: '17'

- id: ConnorConcepts1969
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  citation-key: ConnorConcepts1969
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  issue: '325'
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  page: 194–206
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- id: DevroyeNonuniform1986
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  citation-key: DevroyeNonuniform1986
  event-place: New York
  ISBN: 978-0-387-96305-1
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  language: eng
  number-of-pages: '843'
  publisher: Springer
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- id: DufresneAlgebraic1998
  accessed:
    - year: 2021
      month: 12
      day: 2
  author:
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  citation-key: DufresneAlgebraic1998
  container-title: Advances in Applied Mathematics
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  DOI: 10.1006/aama.1997.0576
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  language: en
  page: 285-299
  title: Algebraic Properties of Beta and Gamma Distributions, and Applications
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- id: EdwardsBayesian2019
  accessed:
    - year: 2020
      month: 11
      day: 25
  author:
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    - family: Meyer
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    - family: Christensen
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  citation-key: EdwardsBayesian2019
  container-title: Statistics and Computing
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  DOI: 10.1007/s11222-017-9796-9
  ISSN: 1573-1375
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  title: Bayesian nonparametric spectral density estimation using B-spline priors
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  volume: '29'

- id: EmeryParallel2004
  accessed:
    - year: 2015
      month: 1
      day: 12
  author:
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  citation-key: EmeryParallel2004
  container-title: Publications of the Research Institute for Mathematical Sciences
  DOI: 10.2977/prims/1145475488
  ISSN: 0034-5318
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  number: '3'
  page: 669–688
  title: A parallel between Brownian bridges and gamma bridges
  type: article-journal
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  volume: '40'

- id: FergusonPrior1974
  accessed:
    - year: 2020
      month: 2
      day: 12
  author:
    - family: Ferguson
      given: Thomas S.
  citation-key: FergusonPrior1974
  container-title: The Annals of Statistics
  container-title-short: Ann. Statist.
  DOI: 10.1214/aos/1176342752
  ISSN: 0090-5364, 2168-8966
  issue: '4'
  issued:
    - year: 1974
      month: 7
  language: EN
  number: '4'
  page: 615-629
  title: Prior Distributions on Spaces of Probability Measures
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  volume: '2'

- id: FergusonRepresentation1972
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      month: 2
      day: 12
  author:
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    - family: Klass
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  citation-key: FergusonRepresentation1972
  container-title: The Annals of Mathematical Statistics
  container-title-short: Ann. Math. Statist.
  DOI: 10.1214/aoms/1177692395
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      month: 10
  language: EN
  number: '5'
  page: 1634-1643
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    A Representation of Independent Increment Processes without Gaussian
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  volume: '43'

- id: Figueroa-LopezJumpDiffusion2012
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    - year: 2018
      month: 7
      day: 27
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  citation-key: Figueroa-LopezJumpDiffusion2012
  container-title: Handbook of Computational Finance
  DOI: 10.1007/978-3-642-17254-0_4
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    - family: Duan
      given: Jin-Chuan
    - family: Härdle
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    - family: Gentle
      given: James E.
  event-place: Berlin, Heidelberg
  ISBN: 978-3-642-17253-3 978-3-642-17254-0
  issued:
    - year: 2012
  language: en
  page: 61-88
  publisher: Springer Berlin Heidelberg
  publisher-place: Berlin, Heidelberg
  title: Jump-Diffusion Models Driven by Lévy Processes
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- id: FinkCompendium1997
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  citation-key: FinkCompendium1997
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  title: A compendium of conjugate priors
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- id: FotiUnifying2013
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    - year: 2018
      month: 7
      day: 27
  author:
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    - family: Futoma
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    - family: Rockmore
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    - family: Williamson
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  container-title: Artificial Intelligence and Statistics
  event-title: Artificial Intelligence and Statistics
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      day: 29
  language: en
  page: 20-28
  title: A unifying representation for a class of dependent random measures
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- id: GaverFirstorder1980
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      month: 12
      day: 2
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  container-title: Advances in Applied Probability
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      month: 9
  language: en
  page: 727-745
  publisher: Cambridge University Press
  title: First-order autoregressive gamma sequences and point processes
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- id: GourierouxAutoregressive2006
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    - year: 2021
      month: 12
      day: 3
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  container-title: Journal of Forecasting
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  language: en
  page: 129-152
  title: Autoregressive gamma processes
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  volume: '25'

- id: GriffithsIndian2011
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      month: 12
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    - family: Ghahramani
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  title: 'The Indian Buffet Process: An Introduction and Review'
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- id: GrigelionisStudent2013
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    - year: 2021
      month: 11
      day: 17
  author:
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  citation-key: GrigelionisStudent2013
  collection-title: SpringerBriefs in Statistics
  DOI: 10.1007/978-3-642-31146-8
  event-place: Berlin, Heidelberg
  ISBN: 978-3-642-31145-1 978-3-642-31146-8
  issued:
    - year: 2013
  language: en
  publisher: Springer Berlin Heidelberg
  publisher-place: Berlin, Heidelberg
  title: Student’s t-Distribution and Related Stochastic Processes
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  URL: http://link.springer.com/10.1007/978-3-642-31146-8

- id: GrunwaldTheory2000
  accessed:
    - year: 2023
      month: 8
      day: 11
  author:
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    - family: Hyndman
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    - family: Tedesco
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    - family: Tweedie
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  citation-key: GrunwaldTheory2000
  container-title: Australian & New Zealand Journal of Statistics
  DOI: 10.1111/1467-842X.00143
  ISSN: 1467-842X
  issue: '4'
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    - year: 2000
  language: en
  page: 479-495
  title: 'Theory & Methods: Non-Gaussian Conditional Linear AR(1) Models'
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  volume: '42'

- id: GrunwaldUnified1996
  author:
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    - family: Hyndman
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  citation-key: GrunwaldUnified1996
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    - year: 1996
  language: en
  page: '26'
  title: A uniﬁed view of linear AR(1) models
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- id: GuptaHandbook2014
  citation-key: GuptaHandbook2014
  DOI: 10.1201/9781482276596
  editor:
    - family: Gupta
      given: Arjun K.
    - family: Nadarajah
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  event-place: Boca Raton
  ISBN: 978-0-429-15288-7
  issued:
    - year: 2014
      month: 4
      day: 21
  number-of-pages: '600'
  publisher: CRC Press
  publisher-place: Boca Raton
  title: Handbook of Beta Distribution and Its Applications
  type: book

- id: GusakTheory2010
  accessed:
    - year: 2014
      month: 6
      day: 18
  author:
    - family: Gusak
      given: Dmytro
    - family: Kukush
      given: Alexander
    - family: Kulik
      given: Alexey
    - family: Mishura
      given: Yuliya
    - family: Pilipenko
      given: Andrey
  citation-key: GusakTheory2010
  collection-title: Problem Books in Mathematics
  event-place: New York
  ISBN: 978-0-387-87861-4 978-0-387-87862-1
  issued:
    - year: 2010
      month: 1
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  language: en
  publisher: Springer New York
  publisher-place: New York
  title: >-
    Theory of stochastic processes : with applications to financial mathematics
    and risk theory
  type: book
  URL: http://link.springer.com/book/10.1007%2F978-0-387-87862-1

- id: HackmannApproximating2016
  accessed:
    - year: 2018
      month: 7
      day: 27
  author:
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      given: Daniel
    - family: Kuznetsov
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  citation-key: HackmannApproximating2016
  container-title: The Annals of Applied Probability
  DOI: 10.1214/14-AAP1093
  ISSN: 1050-5164
  issue: '1'
  issued:
    - year: 2016
      month: 2
  language: en
  page: 328-359
  title: Approximating Lévy processes with completely monotone jumps
  type: article-journal
  URL: http://arxiv.org/abs/1404.0597
  volume: '26'

- id: HjortNonparametric1990
  accessed:
    - year: 2021
      month: 12
      day: 1
  author:
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      given: Nils Lid
  citation-key: HjortNonparametric1990
  container-title: The Annals of Statistics
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  publisher: Institute of Mathematical Statistics
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    Nonparametric Bayes Estimators Based on Beta Processes in Models for Life
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  volume: '18'

- id: IshwaranExact2002
  accessed:
    - year: 2018
      month: 7
      day: 30
  author:
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    - family: Zarepour
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  citation-key: IshwaranExact2002
  container-title: Canadian Journal of Statistics
  DOI: 10.2307/3315951
  ISSN: 1708-945X
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  page: 269-283
  title: Exact and approximate sum representations for the Dirichlet process
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  volume: '30'

- id: JamesGeneralized2008
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    - year: 2019
      month: 10
      day: 14
  author:
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    - family: Roynette
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  citation-key: JamesGeneralized2008
  container-title: Probability Surveys
  container-title-short: Probab. Surveys
  DOI: 10.1214/07-PS118
  ISSN: 1549-5787
  issued:
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  page: 346-415
  publisher: Institute of Mathematical Statistics and Bernoulli Society
  title: >-
    Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with
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- id: KingmanPoisson1992
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  citation-key: KingmanPoisson1992
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  number-of-pages: '118'
  publisher: Clarendon Press
  title: Poisson Processes
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- id: KirchWhittle2019
  accessed:
    - year: 2020
      month: 10
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    - family: Edwards
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    - family: Meier
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...
