Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781): Difference between revisions
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scientific article; zbMATH DE number 7205083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes |
scientific article; zbMATH DE number 7205083 |
Statements
Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (English)
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27 May 2020
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empirical characteristic function
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local stationarity
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\( \alpha \)-stable distributions
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distance correlation
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minimum distance estimation
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asymptotic theory
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