Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α ‐Stable Noise-Reference-Cited by-同舟云学术

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Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α ‐Stable Noise

Published:2020-05 Issue:3 Volume:41 Page:454-475
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Grzesiek Aleksandra¹,Sikora Grzegorz¹,Teuerle Marek¹,Wyłomańska Agnieszka¹

Affiliation:

1. Faculty of Pure and Applied MathematicsHugo Steinhaus Center, Wrocław University of Science and TechnologyWrocław Poland

Funder

National Center of Science Opus

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12517

Reference62 articles.

1. Multivariate Stable Densities as Functions of One Dimensional Projections

2. Fast fitting of non-Gaussian state-space models to animal movement data via Template Model Builder

3. Introduction to Time Series and Forecasting

4. Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem

5. Approximation of Multidimensional Stable Densities

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