Marginal consistent dependence modelling using weak subordination for Brownian motions (Q4619532)
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scientific article; zbMATH DE number 7013651
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal consistent dependence modelling using weak subordination for Brownian motions |
scientific article; zbMATH DE number 7013651 |
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Marginal consistent dependence modelling using weak subordination for Brownian motions (English)
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6 February 2019
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Lévy processes
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dependence modelling
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weak multivariate subordination
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maximum likelihood estimation
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variance gamma
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normal inverse Gaussian
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