The covariation function for symmetric -stable random variables with finite first moments
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Publication:3086565
zbMATH Open1218.62058MaRDI QIDQ3086565FDOQ3086565
Authors: Dedi Rosadi 
Publication date: 30 March 2011
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Infinitely divisible distributions; stable distributions (60E07) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical methods; risk measures (91G70)
Cited In (10)
- Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval \((1,2]\)
- Signed symmetric covariation coefficient for alpha-stable dependence modeling
- Properties of spectral covariance for linear processes with infinite variance
- Series representation of jointly \(S \alpha S\) distribution via symmetric covariations
- Estimation and comparison of signed symmetric covariation coefficient and generalized association parameter for alpha-stable dependence modeling
- Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes.
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
- A measure of dependence for stable distributions
- Dependence of stable random variables
- Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation
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