Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling (Q5177611): Difference between revisions

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scientific article; zbMATH DE number 6414171
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Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling
scientific article; zbMATH DE number 6414171

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    Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling (English)
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    13 March 2015
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    association parameter
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    covariation
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    dependence
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    spectral measure
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