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
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Publisher: |
Wiley Blackwell |
Saved in:
Online Resource
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