On some dependence structures for multidimensional Lévy driven moving averages (Q457632)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some dependence structures for multidimensional Lévy driven moving averages |
scientific article |
Statements
On some dependence structures for multidimensional Lévy driven moving averages (English)
0 references
29 September 2014
0 references
Lévy process
0 references
Lévy copula
0 references
moving average
0 references
infinitely divisible distribution
0 references
Ornstein-Uhlenbeck
0 references
0 references
