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stat.ME2016
Symmetric Gini Covariance and Correlation
Yongli Sang, Xin Dang, Hailin Sang
Standard Gini covariance and Gini correlation play important roles in measuring the dependence of random variables with heavy tails. However, the asymmetry brings a substantial dif…
math.ST2016★ 3 cited
Memory properties of transformations of linear processes
Hailin Sang, Yongli Sang
In this paper, we study the memory properties of transformations of linear processes. Dittmann and Granger (2002) studied the polynomial transformations of Gaussian FARIMA(0,d,0) p…