Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898)
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scientific article; zbMATH DE number 7545810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-codifference for bidimensional VAR(1) time series with infinite variance |
scientific article; zbMATH DE number 7545810 |
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Cross-codifference for bidimensional VAR(1) time series with infinite variance (English)
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21 June 2022
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dependence measure
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cross-covariance
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codifference
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infinite variance
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\(\alpha\)-stable sub-Gaussian
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