Pages that link to "Item:Q1783336"
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The following pages link to Codifference as a practical tool to measure interdependence (Q1783336):
Displayed 25 items.
- Higher order fractional stable motion: hyperdiffusion with heavy tails (Q503384) (← links)
- How random is a random vector? (Q528246) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- Stable Lévy process delayed by tempered stable subordinator (Q1726801) (← links)
- Stable Lévy motion with inverse Gaussian subordinator (Q2147665) (← links)
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
- Tempered relaxation equation and related generalized stable processes (Q2660611) (← links)
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
- Nontrivial anomalous diffusions induced by the harmonic velocity Lévy noise (Q3382312) (← links)
- Reduced <i>α</i>-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise (Q4563849) (← links)
- Inertial ratchet driven by colored Lévy noise: current inversion and mass separation (Q4964597) (← links)
- Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise (Q4989148) (← links)
- Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient (Q5011744) (← links)
- First passage time moments of asymmetric Lévy flights (Q5059993) (← links)
- Fractional Lévy stable motion time-changed by gamma subordinator (Q5077957) (← 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)
- Nonlinear friction in underdamped anharmonic stochastic oscillators (Q5129839) (← links)
- Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
- Anomalous correlated Lévy flight induced by coexistence of correlation and dissipative nonlinearity (Q5856882) (← links)
- Empirical anomaly measure for finite-variance processes (Q5876329) (← links)
- Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination (Q6164836) (← links)