Lévy copulas: Dynamics and transforms of upsilon type

Scandinavian Journal of Statistics

Volumn 34, Issue 2, 2007, Pages 298-316

  Barndorff Nielsen, Ole E ^b   Lindner, Alexander M ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

^b AARHUS UNIVERSITY   (Denmark)

Author keywords

Goldie Steutel Bondesson class; Homogeneous L vy copula; Infinitely divisible distribution; L vy class; L vy copula; L vy process; Self decomposable distribution; Thorin class

Indexed keywords

EID: 34547302071     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2006.00527.x     Document Type: Article

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