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

@@ Property / cites work @@
+Multivariate stable densities as functions of one dimensional projections
+Normal rank
@@ Property / cites work @@
+Q5114069
@@ Property / cites work: Q5114069 / rank @@
+Normal rank
@@ Property / cites work @@
+A measure of dependence for stable distributions
@@ Property / cites work: A measure of dependence for stable distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for sums of linearly generated random variables
+Normal rank
@@ Property / cites work @@
+The asymptotic dependence structure of the linear fractional Lévy motion
+Normal rank
@@ Property / cites work @@
+Q3415147
@@ Property / cites work: Q3415147 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear prediction for a class of multivariate stable processes
+Normal rank
@@ Property / cites work @@
+Bayesian Inference for Stable Distributions
@@ Property / cites work: Bayesian Inference for Stable Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of multidimensional stable densities
+Normal rank
@@ Property / cites work @@
+MULTIVARIATE STABLE FUTURES PRICES
@@ Property / cites work: MULTIVARIATE STABLE FUTURES PRICES / rank @@
+Normal rank
@@ Property / cites work @@
+α-stable laws for noncoding regions in DNA sequences
+Normal rank
@@ Property / cites work @@
+Properties of spectral covariance for linear processes with infinite variance
+Normal rank
@@ Property / cites work @@
+Spectral covariance and limit theorems for random fields with infinite variance
+Normal rank
@@ Property / cites work @@
+Q3713374
@@ Property / cites work: Q3713374 / rank @@
+Normal rank
@@ Property / cites work @@
+Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model
+Normal rank
@@ Property / cites work @@
+Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise
+Normal rank
@@ Property / cites work @@
+A Bayesian approach for estimating the parameters of an <i>α</i>-stable distribution
+Normal rank
@@ Property / cites work @@
+Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling
+Normal rank
@@ Property / cites work @@
+INFINITE VARIANCE STABLE ARMA PROCESSES
@@ Property / cites work: INFINITE VARIANCE STABLE ARMA PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach
+Normal rank
@@ Property / cites work @@
+Simple consistent estimators of stable distribution parameters
+Normal rank
@@ Property / cites work @@
+A method for simulating stable random vectors
@@ Property / cites work: A method for simulating stable random vectors / rank @@
+Normal rank
@@ Property / cites work @@
+On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions
+Normal rank
@@ Property / cites work @@
+Parameterizations and modes of stable distributions
+Normal rank
@@ Property / cites work @@
+Univariate Stable Distributions
@@ Property / cites work: Univariate Stable Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Linear and nonlinear regression with stable errors
+Normal rank
@@ Property / cites work @@
+Data analysis for heavy tailed multivariate samples
+Normal rank
@@ Property / cites work @@
+Estimation of stable spectral measures
@@ Property / cites work: Estimation of stable spectral measures / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the covariation and the codifference for arma models with stable innovations
+Normal rank
@@ Property / cites work @@
+Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
+Normal rank
@@ Property / cites work @@
+Estimation for multivariate stable distributions with generalized empirical likelihood
+Normal rank
@@ Property / cites work @@
+Mixing properties of multivariate infinitely divisible random fields
+Normal rank
@@ Property / cites work @@
+Some remarks on multivariate stable distributions
@@ Property / cites work: Some remarks on multivariate stable distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Infinitely divisible and stable laws in separable Banach spaces. I
+Normal rank
@@ Property / cites work @@
+Multivariate stable ARMA processes with time dependent coefficients
+Normal rank
@@ Property / cites work @@
+Testing for independence in heavy-tailed time series using the codifference function
+Normal rank
@@ Property / cites work @@
+Estimating the codifference function of linear time series models with infinite variance
+Normal rank
@@ Property / cites work @@
+Simple conditions for mixing of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+The equivalence of ergodicity and weak mixing for infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Q4340096
@@ Property / cites work: Q4340096 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation
+Normal rank
@@ Property / cites work @@
+Bayesian estimates of astronomical time delays between gravitationally lensed stochastic light curves
+Normal rank
@@ Property / cites work @@
+Q5518519
@@ Property / cites work: Q5518519 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of multivariate stable distributions using one-dimensional projections
+Normal rank
@@ Property / cites work @@
+The nth Power of a 2 × 2 Matrix
@@ Property / cites work: The nth Power of a 2 × 2 Matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Codifference as a practical tool to measure interdependence
+Normal rank
@@ Property / cites work @@
+Q3717907
@@ Property / cites work: Q3717907 / rank @@
+Normal rank

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

Revision as of 17:11, 31 July 2024

Statements

Identifiers

Sitelinks

Mathematics(1 entry)