Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563)
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scientific article; zbMATH DE number 7545573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of model parameters of dependent processes constructed using Lévy Copulas |
scientific article; zbMATH DE number 7545573 |
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Estimation of model parameters of dependent processes constructed using Lévy Copulas (English)
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21 June 2022
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subordinator
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Lévy copula
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dependency
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parameter estimation
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gamma process
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Clayton Lévy copula
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