Pareto Lévy Measures and Multivariate Regular Variation (Q2879909)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pareto Lévy Measures and Multivariate Regular Variation |
scientific article |
Statements
Pareto Lévy Measures and Multivariate Regular Variation (English)
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10 April 2012
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multivariate Lévy processes
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Pareto--Lévy copula
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Lévy measure
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multivariate regular variation
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multivariate stable processes
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spectral measure
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tail integral
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tail dependence coefficient
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