Characterization of dependence of multidimensional Lévy processes using Lévy copulas

DOI10.1016/j.jmva.2005.11.001zbMath1099.62048OpenAlexW2030299719MaRDI QIDQ2499076

Publication date: 14 August 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.11.001

zbMATH Keywords

Levy process Limit theorems Copula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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