Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047)

From MaRDI portal
Revision as of 06:44, 10 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
Construction and sampling of Archimedean and nested Archimedean Lévy copulas
scientific article

    Statements

    title
    Construction and sampling of Archimedean and nested Archimedean Lévy copulas (English)
    0 references
    author
    Oliver Grothe
    0 references
    Marius Hofert
    0 references
    publication date
    18 June 2015
    0 references
    zbMATH Keywords
    Lévy processes
    0 references
    Lévy copulas
    0 references
    (nested) Archimedean (Lévy) copulas
    0 references
    sampling
    0 references
    cites work
    Q5624436
    0 references
    Q5262079
    0 references
    Q4382161
    0 references
    Q2774021
    0 references
    Q4772680
    0 references
    Q2738738
    0 references
    Q4937701
    0 references
    Q3184722
    0 references
    Q3563048
    0 references

    Identifiers

    zbMATH DE Number
    6447142
    0 references
    OpenAlex ID
    W2090966031
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2350047&oldid=35475502"
    Powered by MediaWiki