Vine constructions of Lévy copulas (Q391652): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Pair-copula constructions of multiple dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4954179 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate subordination, self-decomposability and stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for gamma and stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on estimation for gamma and stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability density decomposition for conditionally dependent random variables modeled by vines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vines -- a new graphical model for dependent random variables. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation of a bivariate compound Poisson process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parametric estimation of a bivariate stable Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Jump tail dependence in Lévy copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of estimators for pair-copula constructions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterization of dependence of multidimensional Lévy processes using Lévy copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introdction to Measure and Probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank

Latest revision as of 05:54, 7 July 2024

scientific article
Language Label Description Also known as
English
Vine constructions of Lévy copulas
scientific article

    Statements

    Vine constructions of Lévy copulas (English)
    0 references
    0 references
    0 references
    10 January 2014
    0 references
    0 references
    Lévy copula
    0 references
    Vine copula
    0 references
    pair Lévy copula construction
    0 references
    multivariate Lévy processes
    0 references
    0 references
    0 references