Vine constructions of Lévy copulas (Q391652): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1207.4309 / rank | |||
Normal rank | |||
Revision as of 13:15, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vine constructions of Lévy copulas |
scientific article |
Statements
Vine constructions of Lévy copulas (English)
0 references
10 January 2014
0 references
Lévy copula
0 references
Vine copula
0 references
pair Lévy copula construction
0 references
multivariate Lévy processes
0 references
