Pages that link to "Item:Q5454669"
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The following pages link to Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients (Q5454669):
Displaying 13 items.
- Heavy-tails and regime-switching in electricity prices (Q1028534) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- Codifference as a practical tool to measure interdependence (Q1783336) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise (Q4989148) (← links)
- Fractional Lévy stable motion time-changed by gamma subordinator (Q5077957) (← links)
- Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898) (← links)
- Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
- Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
- Autoregressive model with double Pareto distributed noise (Q6200055) (← links)
