Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling (Q5177611)
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scientific article; zbMATH DE number 6414171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling |
scientific article; zbMATH DE number 6414171 |
Statements
Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling (English)
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13 March 2015
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association parameter
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covariation
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dependence
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spectral measure
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