Estimation of model parameters of dependent processes constructed using Lévy copulas
DOI10.1080/03610918.2019.1565581zbMATH Open1489.62161OpenAlexW2913288600MaRDI QIDQ5082563FDOQ5082563
Authors: Wenjun Jiang, Hanping Hong, Jiandong Ren 
Publication date: 21 June 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1565581
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Processes with independent increments; Lévy processes (60G51) Applications of statistics in engineering and industry; control charts (62P30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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