Exact simulation of reciprocal Archimedean copulas (Q722659): Difference between revisions
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| Property / DOI: 10.1016/J.SPL.2018.05.020 / rank | |||
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Latest revision as of 02:08, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of reciprocal Archimedean copulas |
scientific article |
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Exact simulation of reciprocal Archimedean copulas (English)
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27 July 2018
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reciprocal Archimedean copula
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Poisson random measure
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simulation
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max-infinitely divisible
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