Vine constructions of Lévy copulas (Q391652)

From MaRDI portal
Revision as of 05:54, 7 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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 DE Number
    6244385
    0 references
    zbMATH Keywords
    Lévy copula
    0 references
    Vine copula
    0 references
    pair Lévy copula construction
    0 references
    multivariate Lévy processes
    0 references
    OpenAlex ID
    W1993385235
    0 references
    arXiv ID
    1207.4309
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q391652&oldid=35367324"
    Powered by MediaWiki