Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898): Difference between revisions

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Latest revision as of 09:36, 29 July 2024

scientific article; zbMATH DE number 7545810
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English
Cross-codifference for bidimensional VAR(1) time series with infinite variance
scientific article; zbMATH DE number 7545810

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    Cross-codifference for bidimensional VAR(1) time series with infinite variance (English)
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    21 June 2022
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    dependence measure
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    cross-covariance
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    codifference
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    infinite variance
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    \(\alpha\)-stable sub-Gaussian
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