On the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in Paleoclimate (Q5272907)
From MaRDI portal
scientific article; zbMATH DE number 6739535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in Paleoclimate |
scientific article; zbMATH DE number 6739535 |
Statements
On the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in Paleoclimate (English)
0 references
5 July 2017
0 references
time series with heavy tails
0 references
index of stability
0 references
goodness-of-fit
0 references
empirical Wasserstein distance
0 references
limit theorems
0 references
empirical quantile process
0 references
