The asymptotic property of the sample generalized codifference function of stable MA(1)

DOI10.17654/MS099091297MaRDI QIDQ2964325zbMATH OpenOpenAlexFDO

Authors

Publication date 24 February 2017

Published in Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/9856.htm

zbMATH Keywords

dependence measureempirical characteristic functioninfinite variancelimiting distribution

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• scientific article; zbMATH DE number 2170891 (Why is no real title available?)

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