Series representations for multivariate time-changed Lévy models (Q518858): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2890526 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A vector of Dirichlet processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate subordination, self-decomposability and stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change of Time and Change of Measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Normal Variance-Mean Mixtures and z Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the activity of jumps in time-changed Lévy models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223075 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric inference on Lévy measures and copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volatility for Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3574012 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3412547 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation of a bivariate compound Poisson process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parametric estimation of a bivariate stable Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Construction and sampling of Archimedean and nested Archimedean Lévy copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vine constructions of Lévy copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3643292 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Slice sampling mixture models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterization of dependence of multidimensional Lévy processes using Lévy copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite Divisibility and Variance Mixtures of the Normal Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Bayesian nonparametric modelling of two correlated distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vectors of two-parameter Poisson-Dirichlet processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate time changes for Lévy asset models: characterization and calibration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Processes that can be embedded in Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2738738 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3563048 / rank
 
Normal rank

Revision as of 15:07, 13 July 2024

scientific article
Language Label Description Also known as
English
Series representations for multivariate time-changed Lévy models
scientific article

    Statements

    Series representations for multivariate time-changed Lévy models (English)
    0 references
    0 references
    0 references
    30 March 2017
    0 references
    time-changed Lévy process
    0 references
    Lévy copula
    0 references
    subordinated Brownian motion
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers