Empirical characteristic functions-based estimation and distance correlation for locally stationary processes (Q5111781)
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scientific article; zbMATH DE number 7205083
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| English | Empirical characteristic functions-based estimation and distance correlation for locally stationary processes |
scientific article; zbMATH DE number 7205083 |
Statements
Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (English)
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27 May 2020
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empirical characteristic function
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local stationarity
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\( \alpha \)-stable distributions
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distance correlation
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minimum distance estimation
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asymptotic theory
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0.7768675088882446
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0.7736160159111023
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0.7725754380226135
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0.7617058753967285
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0.7536945343017578
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