Pages that link to "Item:Q5082898"
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The following pages link to Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898):
Displaying 5 items.
- Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise (Q4989148) (← links)
- Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
- Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors (Q6139261) (← links)
- Autoregressive model with double Pareto distributed noise (Q6200055) (← links)
