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"Multivariate α-stable distributions: VAR(1) processes, measures of ..."

Maicon J. Karling, Sílvia R. C. Lopes, Roberto M. de Souza (2023)

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DOI: 10.1016/J.JMVA.2022.105153

access: closed

type: Journal Article

metadata version: 2023-09-30

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Maicon J. Karling, Sílvia R. C. Lopes, Roberto M. de Souza:
Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations. J. Multivar. Anal. 195: 105153 (2023)

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