Estimation and comparison of signed symmetric covariation coefficient and generalized association parameter for alpha-stable dependence modeling (Q5177611)
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scientific article; zbMATH DE number 6414171
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| English | Estimation and comparison of signed symmetric covariation coefficient and generalized association parameter for alpha-stable dependence modeling |
scientific article; zbMATH DE number 6414171 |
Statements
Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling (English)
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13 March 2015
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association parameter
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covariation
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dependence
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spectral measure
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0.8838487267494202
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0.8409909605979919
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0.7910374999046326
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0.7806159853935242
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0.7738848924636841
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