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On the rate of growth of Levy processes with no positive jumps conditioned to stay positive
asymptotic behaviour Levy process related process
2009/3/20
In this note, we study the asymptotic behaviour of Lévy processes with no positive jumps conditioned to stay positive and some related processes. In particular, we establish an integral test for the l...
First, I would like to congratulate the authors for an interesting application
of their semiparametric quantile regression model to longitudinal human
growth data. On an earlier occasion, I had an o...
First of all, we would like to thank all the discussants for their encouragement
of and insightful comments on our work. We are especially appreciative
of their unique perspectives brought to the to...