TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (Q5408113): Difference between revisions
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Property / DOI: 10.1111/jtsa.12042 / rank | |||
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Property / arXiv ID: 1306.1725 / rank | |||
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Property / DOI: 10.1111/JTSA.12042 / rank | |||
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Latest revision as of 16:56, 30 December 2024
scientific article; zbMATH DE number 6281716
Language | Label | Description | Also known as |
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English | TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS |
scientific article; zbMATH DE number 6281716 |
Statements
TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (English)
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8 April 2014
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dependence structure
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Godambe information matrix
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IFM
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inference functions for margins
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Lévy copula
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maximum likelihood estimation
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multi-variate Lévy process
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reduced likelihood
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two-step parameter estimation
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