Estimation of model parameters of dependent processes constructed using Lévy copulas (Q5082563)
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scientific article; zbMATH DE number 7545573
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| English | Estimation of model parameters of dependent processes constructed using Lévy copulas |
scientific article; zbMATH DE number 7545573 |
Statements
Estimation of model parameters of dependent processes constructed using Lévy Copulas (English)
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21 June 2022
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subordinator
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Lévy copula
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dependency
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parameter estimation
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gamma process
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Clayton Lévy copula
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0.7819421887397766
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0.7777350544929504
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0.776186466217041
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0.7761401534080505
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0.7717450261116028
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