TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (Q5408113): Difference between revisions

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+.1725
@@ Property / arXiv ID: 1306.1725 / rank @@
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+Inference for gamma and stable processes
@@ Property / cites work: Inference for gamma and stable processes / rank @@
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+A note on estimation for gamma and stable processes
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+Pareto Lévy Measures and Multivariate Regular Variation
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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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+Q4382161
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+Characterization of dependence of multidimensional Lévy processes using Lévy copulas
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+Q3771297
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+Q4937701
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+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
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