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"Cross-codifference for bidimensional VAR(1) time series with infinite ..."

Aleksandra Grzesiek, Marek Teuerle, Agnieszka Wylomanska (2022)

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DOI: 10.1080/03610918.2019.1670840

access: closed

type: Journal Article

metadata version: 2022-10-02

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Aleksandra Grzesiek, Marek Teuerle, Agnieszka Wylomanska:
Cross-codifference for bidimensional VAR(1) time series with infinite variance. Commun. Stat. Simul. Comput. 51(3): 1355-1380 (2022)

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