On some dependence structures for multidimensional Lévy driven moving averages (Q457632)

From MaRDI portal
Revision as of 18:13, 9 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On some dependence structures for multidimensional Lévy driven moving averages
scientific article

    Statements

    title
    On some dependence structures for multidimensional Lévy driven moving averages (English)
    0 references
    author
    Shibin Zhang
    0 references
    publication date
    29 September 2014
    0 references
    zbMATH Keywords
    Lévy process
    0 references
    Lévy copula
    0 references
    moving average
    0 references
    infinitely divisible distribution
    0 references
    Ornstein-Uhlenbeck
    0 references

    Identifiers

    zbMATH DE Number
    6349092
    0 references
    OpenAlex ID
    W2039540811
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q457632&oldid=38357312"
    Powered by MediaWiki