Parametric estimation of a bivariate stable Lévy process (Q716171): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 11:00, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parametric estimation of a bivariate stable Lévy process |
scientific article |
Statements
Parametric estimation of a bivariate stable Lévy process (English)
0 references
19 April 2011
0 references
Lévy copula
0 references
maximum likelihood estimation
0 references
dependence structure
0 references
Fisher information matrix
0 references
multivariate stable process
0 references
parameter estimation
0 references