Pages that link to "Item:Q1252686"

The following pages link to Properties of certain symmetric stable distributions (Q1252686):

Displaying 24 items.

• Properties of spectral covariance for linear processes with infinite variance (Q406614) (← links)
• Fractional-moment capital asset pricing model (Q603474) (← links)
• Spectral density estimation for stationary stable processes (Q794377) (← links)
• Existence of joint moments of stable random variables (Q917137) (← links)
• Signed symmetric covariation coefficient for alpha-stable dependence modeling (Q1009540) (← links)
• Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities (Q1036783) (← links)
• Spectral representation of semistable processes, and semistable laws on Banach spaces (Q1089984) (← links)
• Multiple regression on stable vectors (Q1192001) (← links)
• Left and right linear innovations for a multivariate \(\text{S} \alpha \text{S}\) random variable (Q1347176) (← links)
• Series representation of jointly \(S \alpha S\) distribution via symmetric covariations (Q2046908) (← links)
• Learning with correntropy-induced losses for regression with mixture of symmetric stable noise (Q2300760) (← links)
• Correlation in \(L^p\)-spaces (Q2571807) (← links)
• On discrete-time stable multiple Markov processes (Q2979950) (← links)
• Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation (Q3155293) (← links)
• On the linearity of regression (Q3933712) (← links)
• CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" (Q4810240) (← links)
• Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898) (← links)
• Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
• Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
• Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling (Q5177611) (← links)
• AN EMPIRICAL STUDY OF THE ASYMPTOTIC LAWS OF SOME ESTIMATORS OF GENERALIZED ASSOCIATION PARAMETER AND SIGNED SYMMETRIC COVARIATION COEFFICIENT (Q5865367) (← links)
• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
• Maximum correntropy criterion regression models with tending-to-zero scale parameters (Q6541933) (← links)
• Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds (Q6620978) (← links)