Nonparametric Bayesian inference for gamma-type Lévy subordinators. Belomestny, D., Gugushvili, S., Schauer, M., & Spreij, P. Commun. Math. Sci., 17(3):781–816, 2019.
Nonparametric Bayesian inference for gamma-type Lévy subordinators [link]Paper  doi  bibtex   1 download  
@article {MR4001482,
    AUTHOR = {Belomestny, Denis and Gugushvili, Shota and Schauer, Moritz
              and Spreij, Peter},
     TITLE = {Nonparametric {B}ayesian inference for gamma-type {L}\'{e}vy
              subordinators},
   JOURNAL = {Commun. Math. Sci.},
  FJOURNAL = {Communications in Mathematical Sciences},
    VOLUME = {17},
      YEAR = {2019},
    NUMBER = {3},
     PAGES = {781--816},
      ISSN = {1539-6746},
   MRCLASS = {62G20 (60G51 62F15 62G05)},
  MRNUMBER = {4001482},
       DOI = {10.4310/CMS.2019.v17.n3.a8},
       URL = {https://doi.org/10.4310/CMS.2019.v17.n3.a8},
}

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