A Gini Autocovariance Function for Time Series Modelling (Q3452743): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: LMOMENTS / rank | |||
Normal rank |
Revision as of 01:11, 28 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Gini Autocovariance Function for Time Series Modelling |
scientific article |
Statements
A Gini Autocovariance Function for Time Series Modelling (English)
0 references
13 November 2015
0 references
autocovariance function
0 references
linear time series
0 references
nonlinear autoregressive
0 references
Pareto
0 references
heavy tails
0 references
Gini covariance
0 references