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20072011
most citedImproved kernel estimation of copulas: Weak convergence and goodness-of-fit testing

128 citations · 128 across the 3 of their papers we have counts for

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Showing 2007 · math.PRShow all

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math.PR2007

On several two-boundary problems for a particular class of Lévy processes

Tetyana Kadankova, Noël Veraverbeke

Several two-boundary problems are solved for a special Lévy process: the Poisson process with an exponential component. The jumps of this process are controlled by a homogeneous Po…