Nonparametric low-frequency Lévy copula estimation in a general framework (Q5375946)
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scientific article; zbMATH DE number 6937743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric low-frequency Lévy copula estimation in a general framework |
scientific article; zbMATH DE number 6937743 |
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Nonparametric low-frequency Lévy copula estimation in a general framework (English)
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17 September 2018
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statistical inference for jumps
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multidimensional Lévy processes
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low-frequency data
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Lévy measure
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Lévy copula
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