Vine constructions of Lévy copulas (Q391652): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62H99 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6244385 / rank | |||
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| Property / zbMATH Keywords | |||
Lévy copula | |||
| Property / zbMATH Keywords: Lévy copula / rank | |||
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Vine copula | |||
| Property / zbMATH Keywords: Vine copula / rank | |||
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pair Lévy copula construction | |||
| Property / zbMATH Keywords: pair Lévy copula construction / rank | |||
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multivariate Lévy processes | |||
| Property / zbMATH Keywords: multivariate Lévy processes / rank | |||
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Revision as of 14:15, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vine constructions of Lévy copulas |
scientific article |
Statements
Vine constructions of Lévy copulas (English)
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10 January 2014
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Lévy copula
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Vine copula
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pair Lévy copula construction
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multivariate Lévy processes
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