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{2018arXiv180411267B,
  author        = {{Belomestny}, D. and {Gugushvili}, S. and {Schauer}, M. and {Spreij}, P.},
  title         = {{Nonparametric {B}ayesian inference for Gamma-type {L}\'evy subordinators}},
  fjournal       = {Communications in Mathematical Sciences},
  journal       = {Commun. Math. Sci.},
  year          = {2019},
  volume         = {17},
  number        = {3},
  pages         = {781--816},
  doi           = {10.4310/CMS.2019.v17.n3.a8},
  url           = {http://dx.doi.org/10.4310/CMS.2019.v17.n3.a8},
  groups        = {Published}
}

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