TWO-STEP ESTIMATION OF A MULTI-VARIATE LÉVY PROCESS
| Year of publication: |
2013
|
|---|---|
| Authors: | Esmaeili, Habib ; Klüppelberg, Claudia |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 34.2013, 6, p. 668-690
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011036589