Construction and sampling of Archimedean and nested Archimedean Lévy copulas

标题
Construction and sampling of Archimedean and nested Archimedean Lévy copulas
作者
关键词
Lévy processes, Lévy copulas, (Nested) Archimedean (Lévy) copulas, Sampling
出版物
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 138, Issue -, Pages 182-198
出版商
Elsevier BV
发表日期
2014-12-17
DOI
10.1016/j.jmva.2014.12.004

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