A Gini Autocovariance Function for Time Series Modelling (Q3452743)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Gini Autocovariance Function for Time Series Modelling |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gini Autocovariance Function for Time Series Modelling |
scientific article |
Statements
A Gini Autocovariance Function for Time Series Modelling (English)
0 references
13 November 2015
0 references
autocovariance function
0 references
linear time series
0 references
nonlinear autoregressive
0 references
Pareto
0 references
heavy tails
0 references
Gini covariance
0 references
0 references
0 references
0 references
