Parametric estimation of a bivariate stable Lévy process
type: Item
instance of: scholarly article
title: Parametric estimation of a bivariate stable Lévy process
zbMATH Open document ID: 1210.62111
author: Habib Esmaeili
author: Claudia Klüppelberg
published in: Journal of Multivariate Analysis
publication date: 2011-04-19T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5880181
zbMATH Keywords: Lévy copula
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: dependence structure
zbMATH Keywords: Fisher information matrix
zbMATH Keywords: multivariate stable process
zbMATH Keywords: parameter estimation
MaRDI profile type: Publication
full work available at URL: j.jmva.2011.01.008
OpenAlex ID: W2035887933
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DOI: 10.1016/J.JMVA.2011.01.008
description: scientific article; zbMATH DE number 5880181