Cross-codifference for bidimensional VAR(1) time series with infinite variance
type: Item
instance of: scholarly article
title: Cross-codifference for bidimensional VAR(1) time series with infinite variance
DOI: 10.1080/03610918.2019.1670840
author: Aleksandra Grzesiek
author: Marek Teuerle
author: Agnieszka Wyłomańska
publication date: 2022-06-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/1902.02142
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7545810
zbMATH Keywords: dependence measure
zbMATH Keywords: cross-covariance
zbMATH Keywords: codifference
zbMATH Keywords: infinite variance
zbMATH Keywords: \(\alpha\)-stable sub-Gaussian
describes a project that uses: itsmr
MaRDI profile type: Publication
OpenAlex ID: W2978311299
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published in: Communications in Statistics. Simulation and Computation
description: scientific article; zbMATH DE number 7545810