Spatio-temporal dependence measures for bivariate AR(1) models with -stable noise
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Cited in
(8)- 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
- Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with \(\alpha \)-stable noise
- Cross-codifference for bidimensional VAR(1) time series with infinite variance
- Measures of cross-dependence for bidimensional periodic AR(1) model with -stable distribution
- Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
- 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
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