V. Paulauskas

activity

20092021

most citedOnce more on comparison of tail index estimators

10 citations · 29 across the 9 of their papers we have counts for

collaborators

Showing 2013Show all

1 paper · 1 filter

math.PR2013★ 8 cited

On $α$ -covariance, long, short and negative memories for sequences of random variables with infinite variance

Vygantas Paulauskas

We consider a measure of dependence for symmetric $α$ -stable random vectors, which was introduced by the author in 1976. We demonstrate that this measure of dependence can be exten…

On α-covariance, long, short and negative memories for sequences of random variables with infinite variance

On $α$ -covariance, long, short and negative memories for sequences of random variables with infinite variance