Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610926.2012.730167
Reference17 articles.
1. Linear Problems in Linear Problems inpth Order and Stable Processes
2. Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation
3. Calculation of the Prokhorov distance by optimal quantization and maximum flow
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