The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
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- Kim, Hyoung-Moon, 2008. "A note on scale mixtures of skew normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1694-1701, September.
- Genton, Marc G. & Gorsich, David J., 2002. "Nonparametric variogram and covariogram estimation with Fourier-Bessel matrices," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 47-57, November.
- Genton, Mark G. & Ruiz-Gazen, Anne, 2009. "Visualizing Influential Observations in Dependent Data," TSE Working Papers 09-051, Toulouse School of Economics (TSE).
- Genton, Marc G. & He, Li & Liu, Xiangwei, 2001. "Moments of skew-normal random vectors and their quadratic forms," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 319-325, February.
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Keywords
Time series Dependent data Autocovariance Multivariate distribution Kurtosis;Statistics
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