Pages that link to "Item:Q537535"

The following pages link to Estimating the codifference function of linear time series models with infinite variance (Q537535):

Displaying 13 items.

• Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
• Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
• Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
• Inference for vast dimensional elliptical distributions (Q2259103) (← links)
• The asymptotic codifference and covariation of log-fractional stable noise (Q2451783) (← links)
• Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
• Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
• Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise (Q3459652) (← 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)
• Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
• Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
• Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation (Q5221500) (← links)