scientific article; zbMATH DE number 1139949

zbMath0894.62094MaRDI QIDQ4385066

Aleksander Weron, Joanna Nowicka

Publication date: 10 September 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

covariationmeasures of dependenceARMA processescodifferencealpha-stable processesdynamical functionalstable time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Cross-codifference for bidimensional VAR(1) time series with infinite variance ⋮ Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise ⋮ Estimating the codifference function of linear time series models with infinite variance ⋮ Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise

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