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

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Property / DOI: 10.1016/j.insmatheco.2010.04.005 / rank
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Latest revision as of 00:16, 10 December 2024

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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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