Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise

Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Stable stochastic processes (60G52) Identification in stochastic control theory (93E12)

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Cited In (5)

Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors
Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise
Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes
Multivariate $\alpha$-stable distributions: VAR(1) processes, measures of dependence and their estimations
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1

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