Patrice Morel, Klaas Heijmans, Frédérique Rozier, Jan Zethof, Sophy Chamot, Suzanne Rodrigues Bento, Aurélie Vialette-Guiraud, Pierre Chambrier, Christophe Trehin and Michiel Vandenbussche The ABC ...
Scandinavian Journal of Statistics, Vol. 36, No. 1 (March 2009), pp. 141-156 (16 pages) For a class of vector-valued non-Gaussian stationary processes, we develop the Cressie-Read power-divergence (CR ...