Estimation and comparison of signed symmetric covariation coefficient and generalized association parameter for alpha-stable dependence modeling
From MaRDI portal
Publication:5177611
Recommendations
- Signed symmetric covariation coefficient for alpha-stable dependence modeling
- Measures of Dependence for Infinite Variance Distributions
- The covariation function for symmetric -stable random variables with finite first moments
- Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation
- A measure of dependence for stable distributions
Cites work
- Calculation of the Prokhorov distance by optimal quantization and maximum flow
- Chance and Stability
- Estimation of stable spectral measures
- Estimation of the bivariate stable spectral representation by the projection method
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- Linear Problems in Linear Problems inpth Order and Stable Processes
- Multivariate stable distributions
- On the estimation of the parameters of multivariate stable distributions
- Properties of certain symmetric stable distributions
- Regression and autoregression with infinite variance
- Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation
- Simple consistent estimators of stable distribution parameters
- Some remarks on multivariate stable distributions
Cited in
(11)- Signed symmetric covariation coefficient for alpha-stable dependence modeling
- Series representation of jointly S S distribution via symmetric covariations
- Spectral covariance and limit theorems for random fields with infinite variance
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
- A measure of dependence for stable distributions
- Properties of spectral covariance for linear processes with infinite variance
- Measures of cross-dependence for bidimensional periodic AR(1) model with -stable distribution
- Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation
- Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval \((1,2]\)
- AN EMPIRICAL STUDY OF THE ASYMPTOTIC LAWS OF SOME ESTIMATORS OF GENERALIZED ASSOCIATION PARAMETER AND SIGNED SYMMETRIC COVARIATION COEFFICIENT
- Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model
This page was built for publication: Estimation and comparison of signed symmetric covariation coefficient and generalized association parameter for alpha-stable dependence modeling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5177611)
