Vine constructions of Lévy copulas (Q391652)

From MaRDI portal
Revision as of 03:19, 30 January 2024 by Import240129110155 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Vine constructions of Lévy copulas
scientific article

    Statements

    title
    Vine constructions of Lévy copulas (English)
    0 references
    author
    Oliver Grothe
    0 references
    Stephan Nicklas
    0 references
    publication date
    10 January 2014
    0 references
    zbMATH Keywords
    Lévy copula
    0 references
    Vine copula
    0 references
    pair Lévy copula construction
    0 references
    multivariate Lévy processes
    0 references

    Identifiers

    zbMATH DE Number
    6244385
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q391652&oldid=12264792"
    Powered by MediaWiki