Pages that link to "Item:Q716171"
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The following pages link to Parametric estimation of a bivariate stable Lévy process (Q716171):
Displaying 10 items.
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- Vine constructions of Lévy copulas (Q391652) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558) (← links)
- Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics (Q2196551) (← links)
- Pareto Lévy Measures and Multivariate Regular Variation (Q2879909) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
- TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (Q5408113) (← links)
