Parametric estimation of a bivariate stable Lévy process (Q716171): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jmva.2011.01.008 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2035887933 / rank | |||
Normal rank | |||
Revision as of 01:29, 20 March 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
