Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction and sampling of Archimedean and nested Archimedean Lévy copulas |
scientific article |
Statements
Construction and sampling of Archimedean and nested Archimedean Lévy copulas (English)
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18 June 2015
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Lévy processes
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Lévy copulas
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(nested) Archimedean (Lévy) copulas
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sampling
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