Asymptotic behavior of the covariation and the codifference for arma models with stable innovations
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Publication:4371850
DOI10.1080/15326349708807446zbMATH Open0935.62101OpenAlexW2029850314MaRDI QIDQ4371850FDOQ4371850
Authors: Joanna Nowicka
Publication date: 8 May 2000
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349708807446
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