Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898)
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: Cross-codifference for bidimensional VAR(1) time series with infinite variance |
scientific article; zbMATH DE number 7545810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-codifference for bidimensional VAR(1) time series with infinite variance |
scientific article; zbMATH DE number 7545810 |
Statements
Cross-codifference for bidimensional VAR(1) time series with infinite variance (English)
0 references
21 June 2022
0 references
dependence measure
0 references
cross-covariance
0 references
codifference
0 references
infinite variance
0 references
\(\alpha\)-stable sub-Gaussian
0 references
0 references
0 references
0 references
