On non-linear dependence of multivariate subordinated Lévy processes (Q2216946): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On non-linear dependence of multivariate subordinated Lévy processes |
scientific article |
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On non-linear dependence of multivariate subordinated Lévy processes (English)
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18 December 2020
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Lévy process
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subordination
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cumulant
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normal inverse Gaussian
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