Asymptotic behavior of the covariation and the codifference for arma models with stable innovations (Q4371850)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic behavior of the covariation and the codifference for arma models with stable innovations |
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
