The asymptotic property of the sample generalized codifference function of stable MA(1) (Q2964325)
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scientific article; zbMATH DE number 6688484
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| English | The asymptotic property of the sample generalized codifference function of stable MA(1) |
scientific article; zbMATH DE number 6688484 |
Statements
THE ASYMPTOTIC PROPERTY OF THE SAMPLE GENERALIZED CODIFFERENCE FUNCTION OF STABLE MA(1) (English)
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24 February 2017
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dependence measure
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infinite variance
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empirical characteristic function
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limiting distribution
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0.8119616508483887
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0.7974961400032043
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0.7760826349258423
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