TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (Q5408113): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1111/jtsa.12042 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/JTSA.12042 / rank | |||
Normal rank | |||
Latest revision as of 16:56, 30 December 2024
scientific article; zbMATH DE number 6281716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS |
scientific article; zbMATH DE number 6281716 |
Statements
TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (English)
0 references
8 April 2014
0 references
dependence structure
0 references
Godambe information matrix
0 references
IFM
0 references
inference functions for margins
0 references
Lévy copula
0 references
maximum likelihood estimation
0 references
multi-variate Lévy process
0 references
reduced likelihood
0 references
two-step parameter estimation
0 references
