Nonparametric low-frequency Lévy copula estimation in a general framework (Q5375946)
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scientific article; zbMATH DE number 6937743
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| English | Nonparametric low-frequency Lévy copula estimation in a general framework |
scientific article; zbMATH DE number 6937743 |
Statements
Nonparametric low-frequency Lévy copula estimation in a general framework (English)
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17 September 2018
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statistical inference for jumps
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multidimensional Lévy processes
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low-frequency data
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Lévy measure
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Lévy copula
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0.8446815013885498
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0.8370765447616577
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0.8167670369148254
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0.8040856122970581
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0.7945751547813416
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