Measures of cross-dependence for bidimensional periodic AR(1) model with \(\alpha \)-stable distribution (Q5135322)
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scientific article; zbMATH DE number 7276158
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| English | Measures of cross-dependence for bidimensional periodic AR(1) model with \(\alpha \)-stable distribution |
scientific article; zbMATH DE number 7276158 |
Statements
Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (English)
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20 November 2020
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periodic autoregression
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heavy-tailed distribution
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dependence measure
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covariation
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codifference
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0.827222466468811
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0.8261131048202515
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0.81965571641922
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0.7715233564376831
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0.767297625541687
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