Pages that link to "Item:Q5408113"
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The following pages link to TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (Q5408113):
Displaying 11 items.
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- On some dependence structures for multidimensional Lévy driven moving averages (Q457632) (← links)
- Parameter estimation of a bivariate compound Poisson process (Q661242) (← links)
- Parametric estimation of a bivariate stable Lévy process (Q716171) (← links)
- Comparison of two components of a bivariate subordinator and study of the upper envelope of a Lévy process (Q1413101) (← links)
- Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558) (← links)
- Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics (Q2196551) (← links)
- Two-step estimation procedures for inhomogeneous shot-noise Cox processes (Q2397333) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
- Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563) (← links)