Spatio-temporal dependence measures for bivariate AR(1) models with -stable noise
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- scientific article; zbMATH DE number 4197687 (Why is no real title available?)
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Cited in
(7)- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1
- Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors
- Measures of cross-dependence for bidimensional periodic AR(1) model with \(\alpha \)-stable distribution
- Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
- 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
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