Pages that link to "Item:Q961960"

The following pages link to Testing for independence in heavy-tailed time series using the codifference function (Q961960):

Displaying 11 items.

• Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
• The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (Q1362496) (← links)
• Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
• The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
• Codifference as a practical tool to measure interdependence (Q1783336) (← links)
• Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
• Detecting dependence in heavy-tailed time series using Portmanteau-type dependence tests (Q3517615) (← links)
• TESTING FOR LINEAR DEPENDENCE IN HEAVY-TAILED DATA (Q4540748) (← links)
• Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise (Q4989148) (← 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)