Pages that link to "Item:Q5082563"
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The following pages link to Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563):
Displaying 4 items.
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- Parameter estimation of a bivariate compound Poisson process (Q661242) (← links)
- Moment-based estimation of extendible Marshall-Olkin copulas (Q1936667) (← links)
- Construction of a Lévy-type process by means of the parametrix method (Q2818895) (← links)