Parameter estimation of a bivariate compound Poisson process (Q661242): Difference between revisions

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Latest revision as of 21:14, 4 July 2024

scientific article
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English
Parameter estimation of a bivariate compound Poisson process
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    Parameter estimation of a bivariate compound Poisson process (English)
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    10 February 2012
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    dependence modelling
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    Lévy copula
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    Lévy measure
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    Lévy process
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    maximum likelihood estimation
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