Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with \(\alpha \)-stable noise (Q4989148)
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scientific article; zbMATH DE number 7350398
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| English | Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with \(\alpha \)-stable noise |
scientific article; zbMATH DE number 7350398 |
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Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise (English)
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20 May 2021
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bidimensional autoregressive (AR) model
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0.8757689595222473
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0.81965571641922
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0.799299418926239
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0.7966642379760742
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