Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise (Q5111857)
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scientific article; zbMATH DE number 7205132
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| English | Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise |
scientific article; zbMATH DE number 7205132 |
Statements
Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (English)
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27 May 2020
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dependence measures
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codifference
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covariation
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\(\alpha\)-stable distribution
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bivariate model
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0.8757689595222473
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0.827222466468811
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0.822852611541748
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0.8024049401283264
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0.7710390090942383
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