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

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-.1016/j.jmva.2013.04.002
@@ Property / DOI: 10.1016/j.jmva.2013.04.002 / rank @@
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+Pair-copula constructions of multiple dependence
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+Parameter estimation of a bivariate compound Poisson process
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+Parametric estimation of a bivariate stable Lévy process
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+Jump tail dependence in Lévy copula models
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+Comparison of estimators for pair-copula constructions
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+Characterization of dependence of multidimensional Lévy processes using Lévy copulas
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@@ Property / DOI @@
+.1016/J.JMVA.2013.04.002
@@ Property / DOI: 10.1016/J.JMVA.2013.04.002 / rank @@
+Normal rank