Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise
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Publication:5111857
DOI10.1111/jtsa.12517zbMath1456.62190OpenAlexW2995906008MaRDI QIDQ5111857
Marek Teuerle, Agnieszka Wyłomańska, Grzegorz Sikora, Aleksandra Grzesiek
Publication date: 27 May 2020
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12517
Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12) Stable stochastic processes (60G52)
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