Codifference as a practical tool to measure interdependence
type: Item
instance of: scholarly article
title: Codifference as a practical tool to measure interdependence
zbMATH Open document ID: 1395.62286
author: Agnieszka Wyłomańska
author: Janusz Gajda
author: Igor M. Sokolov
author: Aleksei V. Chechkin
published in: Physica A
publication date: 2018-09-20T00:00:00Z
full work available at URL: https://arxiv.org/abs/1407.4239
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 6940602
zbMATH Keywords: codifference
zbMATH Keywords: characteristic function
zbMATH Keywords: Gaussian process
zbMATH Keywords: process with infinite variance
zbMATH Keywords: estimation
zbMATH Keywords: real data analysis
MaRDI profile type: Publication
OpenAlex ID: W2123895200
arXiv ID: 1407.4239
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DOI: 10.1016/J.PHYSA.2014.11.049
description: scientific article