Parameter estimation of a bivariate compound Poisson process (Q661242): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of a bivariate compound Poisson process |
scientific article |
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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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