TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (Q5408113)
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scientific article; zbMATH DE number 6281716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS |
scientific article; zbMATH DE number 6281716 |
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TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (English)
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8 April 2014
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dependence structure
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Godambe information matrix
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IFM
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inference functions for margins
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Lévy copula
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maximum likelihood estimation
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multi-variate Lévy process
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reduced likelihood
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two-step parameter estimation
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