Asymptotic behavior of the covariation and the codifference for arma models with stable innovations (Q4371850)
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scientific article; zbMATH DE number 1106420
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| 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)
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8 May 2000
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dependence structure
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symmetric alpha-stable processes
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covariation
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codifference
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ARMA processes
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0.8442699313163757
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0.8322983980178833
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