Pages that link to "Item:Q2350047"
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The following pages link to Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047):
Displaying 7 items.
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558) (← links)
- Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
- A numerical study of Markov decision process algorithms for multi-component replacement problems (Q2670522) (← links)
- Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563) (← links)
- Statistical analysis of dependent competing risks model in constant stress accelerated life testing with progressive censoring based on copula function (Q5879955) (← links)
- Inference for accelerated bivariate dependent competing risks model based on Archimedean copulas under progressive censoring (Q6192309) (← links)
