Asymptotic behavior of measures of dependence for ARMA(1,2) models with stable innovations. Stationary and non-stationary coefficients
Year of publication: |
2004
|
---|---|
Authors: | Wylomanska, Agnieszka |
Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
Subject: | ARMA model | Stable distribution | Codifference | Covariation |
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