Nonparametric inference on Lévy measures and copulas

2 May 2012

Axel Bücher

Papers citing "Nonparametric inference on Lévy measures and copulas"

4 / 4 papers shown

Title
Estimating a multivariate Lévy density based on discrete observations Maximilian F. Steffen 24 0 0 23 May 2023
Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes Denis Belomestny Mathias Trabs 33 12 0 15 Oct 2015
Series representations for bivariate time-changed L{é}vy models V. Panov I. Sirotkin 33 3 0 07 Mar 2015
On the covariance of the asymptotic empirical copula process Christian Genest Johan Segers 85 48 0 19 Mar 2009