Copulas from the Fokker-Planck equation (Q2257535)
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scientific article; zbMATH DE number 6408073
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Copulas from the Fokker-Planck equation |
scientific article; zbMATH DE number 6408073 |
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Copulas from the Fokker-Planck equation (English)
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25 February 2015
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copula
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Fokker-Planck equation
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marginal distribution function
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stochastic differential equation with independent drifts and volatilities
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inference function for margins
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0.8823671
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0.87903845
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0.87791544
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0.8717401
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0.8707688
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0.8706336
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0.87010026
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