Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927): Difference between revisions

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Latest revision as of 00:18, 20 March 2024

scientific article
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Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
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    Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (English)
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    17 March 2023
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    Bayesian techniques
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    codifference
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    measures of dependence
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    multivariate \(\alpha\)-stable distributions
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    simulations
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    spectral covariance
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    vector autoregressive processes
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