Nonparametric estimation of Sibuya's measure of local dependence for time series (Q2889001)

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scientific article; zbMATH DE number 6042824
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Nonparametric estimation of Sibuya's measure of local dependence for time series
scientific article; zbMATH DE number 6042824

    Statements

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    4 June 2012
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    copula
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    local dependence
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    nonparametric estimation
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    Sibuya function
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    time series
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    Nonparametric estimation of Sibuya's measure of local dependence for time series (English)
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