The following pages link to Vine constructions of Lévy copulas (Q391652):
Displaying 11 items.
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
- A general frailty model to accommodate individual heterogeneity in the acquisition of multiple infections: an application to bivariate current status data (Q6627373) (← links)