Asymptotic behavior of the covariation and the codifference for arma models with stable innovations (Q4371850): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/15326349708807446 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2029850314 / rank | |||
Normal rank | |||
Latest revision as of 22:01, 19 March 2024
scientific article; zbMATH DE number 1106420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the covariation and the codifference for arma models with stable innovations |
scientific article; zbMATH DE number 1106420 |
Statements
Asymptotic behavior of the covariation and the codifference for arma models with stable innovations (English)
0 references
8 May 2000
0 references
dependence structure
0 references
symmetric alpha-stable processes
0 references
covariation
0 references
codifference
0 references
ARMA processes
0 references
