Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563): Difference between revisions

@@ Property / cites work @@
+A note on estimation for gamma and stable processes
+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 @@
+On Nonstationary Cumulative Damage Models
@@ Property / cites work: On Nonstationary Cumulative Damage Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3412547
@@ Property / cites work: Q3412547 / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Pareto Lévy Measures and Multivariate Regular Variation
+Normal rank
@@ Property / cites work @@
+Parametric estimation of a bivariate stable Lévy process
+Normal rank
@@ Property / cites work @@
+TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS
+Normal rank
@@ Property / cites work @@
+Construction and sampling of Archimedean and nested Archimedean Lévy copulas
+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 @@
+Renewal theory in two dimensions: asymptotic results
+Normal rank
@@ Property / cites work @@
+Characterization of dependence of multidimensional Lévy processes using Lévy copulas
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Using Degradation Measures to Estimate a Time-to-Failure Distribution
+Normal rank
@@ Property / cites work @@
+Lévy matters IV. Estimation for discretely observed Lévy processes
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Reliability modeling of systems with two dependent degrading components based on gamma processes
+Normal rank
@@ Property / cites work @@
+Accelerated degradation models for failure based on geometric Brownian motion and gamma processes
+Normal rank
@@ Property / cites work @@
+Q2738738
@@ Property / cites work: Q2738738 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5403484
@@ Property / cites work: Q5403484 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Copulas: Review of Recent Results
@@ Property / cites work: Lévy Copulas: Review of Recent Results / rank @@
+Normal rank