Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients (Q5454669)

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scientific article; zbMATH DE number 5256301
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Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
scientific article; zbMATH DE number 5256301

    Statements

    Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients (English)
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    31 March 2008
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    AR models
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    codifference
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    covariation
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    dependence structure
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    stable random variables
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