ACADSTAFF UGM
| Title | : | Theoretical properties of the sample generalized codifference function of stable moving average process |
| Author | : |
IQBAL KHARISUDIN (1) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (2) |
| Date | : | 14 2021 |
| Keyword | : | - - |
| Abstract | : | The generalized codifference function as a dependence measure for stationary processes with infinite variance has been proposed as a generalization of the autocorrelation function. In this paper we investigate the theoretical properties of estimator of generalized codifference function of stable moving average process. Some theoretical properties of the sample codifference function of moving average process for small order are discussed |
| Group of Knowledge | : | |
| Level | : | Internasional |
| Status | : |
Published
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