Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857)

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scientific article; zbMATH DE number 7205132
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Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise
scientific article; zbMATH DE number 7205132

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    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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