Pages that link to "Item:Q2146838"
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The following pages link to Bivariate sub-Gaussian model for stock index returns (Q2146838):
Displaying 4 items.
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
- Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise (Q4989148) (← links)
- Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898) (← links)
- Identification and validation of periodic autoregressive model with additive noise: finite-variance case (Q6099514) (← links)
