Gini autocovariance function used for time series with heavy-tail distributions (Q6602195)
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scientific article; zbMATH DE number 7910816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gini autocovariance function used for time series with heavy-tail distributions |
scientific article; zbMATH DE number 7910816 |
Statements
Gini autocovariance function used for time series with heavy-tail distributions (English)
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11 September 2024
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autoregression time series models
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Gini autocovariance
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Gini autocorrelation
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heavy-tailed time series
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moving average time series models
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