Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation

Communications in Statistics - Theory and Methods

Volumn 33, Issue 4, 2005, Pages 769-786

  Garel, Bernard ^a   D'Estampes, Ludovic ^a   Tjøstheim, Dag ^b  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b UNIVERSITY OF BERGEN   (Norway)

Author keywords

Correlation; Covariation; Dependence measure; Infinite variance; Rank; Stable

Indexed keywords

ASYMPTOTIC STABILITY; DATA PROCESSING; FINANCE; FUNCTIONS; PARAMETER ESTIMATION; SAMPLING; TELECOMMUNICATION;

CORRELATION; COVARIATION; DEPENDENCE MEASURE; INFINITE VARIANCE; RANK; Α-STABLE;

CORRELATION METHODS;

EID: 1842531479     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/sta-120028725     Document Type: Article

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