Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations

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. Multivariate Analysis, 195:105153, May 2023. [doi]

Abstract

Abstract is missing.