Parametric estimation of a bivariate stable Lévy process (Q716171): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2011.01.008
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+W2035887933
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+General conditional specification models
@@ Property / cites work: General conditional specification models / rank @@
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+Lévy Copulas: Dynamics and Transforms of Upsilon Type
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+Inference for gamma and stable processes
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+A note on estimation for gamma and stable processes
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+Parameter estimation of a bivariate compound Poisson process
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+On Statistical Models for <i>d</i>‐Dimensional Stable Processes, and Some Generalizations
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+Characterization of dependence of multidimensional Lévy processes using Lévy copulas
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+Exponential families of stochastic processes
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+Estimation of stable spectral measures
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+Q4937701
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+Publication:716171