Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(9 intermediate revisions by 4 users not shown) | |||
Property / author | |||
Property / author: Sílvia R. C. Lopes / rank | |||
Property / author | |||
Property / author: Sílvia R. C. Lopes / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: StableEstim / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: WinBUGS / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: JAGS / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: astsa / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: vars / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2022.105153 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4312221130 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 00:18, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations |
scientific article |
Statements
Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (English)
0 references
17 March 2023
0 references
Bayesian techniques
0 references
codifference
0 references
measures of dependence
0 references
multivariate \(\alpha\)-stable distributions
0 references
simulations
0 references
spectral covariance
0 references
vector autoregressive processes
0 references