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

@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H99
@@ Property / Mathematics Subject Classification ID: 62H99 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6244385
@@ Property / zbMATH DE Number: 6244385 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy copula
@@ Property / zbMATH Keywords: Lévy copula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Vine copula
@@ Property / zbMATH Keywords: Vine copula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pair Lévy copula construction
@@ Property / zbMATH Keywords: pair Lévy copula construction / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate Lévy processes
@@ Property / zbMATH Keywords: multivariate Lévy processes / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W1993385235
@@ Property / OpenAlex ID: W1993385235 / rank @@
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@@ Property / arXiv ID @@
+.4309
@@ Property / arXiv ID: 1207.4309 / rank @@
+Normal rank
@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Q4954179
@@ Property / cites work: Q4954179 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate subordination, self-decomposability and stability
+Normal rank
@@ Property / cites work @@
+Inference for gamma and stable processes
@@ Property / cites work: Inference for gamma and stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+A note on estimation for gamma and stable processes
+Normal rank
@@ Property / cites work @@
+Probability density decomposition for conditionally dependent random variables modeled by vines
+Normal rank
@@ Property / cites work @@
+Vines -- a new graphical model for dependent random variables.
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation of a bivariate compound Poisson process
+Normal rank
@@ Property / cites work @@
+Parametric estimation of a bivariate stable Lévy process
+Normal rank
@@ Property / cites work @@
+Jump tail dependence in Lévy copula models
@@ Property / cites work: Jump tail dependence in Lévy copula models / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of estimators for pair-copula constructions
+Normal rank
@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+Characterization of dependence of multidimensional Lévy processes using Lévy copulas
+Normal rank
@@ Property / cites work @@
+Introdction to Measure and Probability
@@ Property / cites work: Introdction to Measure and Probability / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:391652