Vine constructions of Lévy copulas (Q391652)
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scientific article; zbMATH DE number 6244385
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Vine constructions of Lévy copulas |
scientific article; zbMATH DE number 6244385 |
Statements
Vine constructions of Lévy copulas (English)
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10 January 2014
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Lévy copula
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Vine copula
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pair Lévy copula construction
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multivariate Lévy processes
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0.8412272930145264
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0.8328881859779358
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0.8321648240089417
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0.7988613247871399
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0.7958081364631653
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