多元α-稳定分布:VAR(1)过程、相依性度量及其估计
Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations
Journal of Multivariate Analysis · 2022
被引 3
ABS 3
- Maicon J. Karling
- Sílvia R. C. Lopes 通讯
- Roberto Martins de Souza
计量经济学时间序列分析多元统计分析金融计量