Parametric estimation of a bivariate stable Lévy process (Q716171): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation of a bivariate stable Lévy process |
scientific article |
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Parametric estimation of a bivariate stable Lévy process (English)
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19 April 2011
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Lévy copula
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maximum likelihood estimation
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dependence structure
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Fisher information matrix
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multivariate stable process
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parameter estimation
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