Vine constructions of Lévy copulas (Q391652)

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scientific article
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Vine constructions of Lévy copulas
scientific article

    Statements

    title
    Vine constructions of Lévy copulas (English)
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    author
    Oliver Grothe
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    Stephan Nicklas
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    publication date
    10 January 2014
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    6244385
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    OpenAlex ID
    W1993385235
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    arXiv ID
    1207.4309
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