Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927): Difference between revisions
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Revision as of 18:54, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations |
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Statements
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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