On some dependence structures for multidimensional Lévy driven moving averages (Q457632)
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scientific article; zbMATH DE number 6349092
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| English | On some dependence structures for multidimensional Lévy driven moving averages |
scientific article; zbMATH DE number 6349092 |
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On some dependence structures for multidimensional Lévy driven moving averages (English)
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29 September 2014
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Lévy process
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Lévy copula
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moving average
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infinitely divisible distribution
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Ornstein-Uhlenbeck
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0.8636201024055481
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0.8586016297340393
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0.7965064644813538
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0.7841354012489319
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0.776530921459198
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