Pages that link to "Item:Q5454669"

The following pages link to Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients (Q5454669):

Displayed 8 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)
• 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)
• 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)