Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322)
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scientific article; zbMATH DE number 7276158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution |
scientific article; zbMATH DE number 7276158 |
Statements
Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (English)
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20 November 2020
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periodic autoregression
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heavy-tailed distribution
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dependence measure
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covariation
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codifference
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