© 2016 Pushpa Publishing House, Allahabad, India. In this paper, we obtain certain results related to the generalized codifference function of symmetric α-stable moving average of order 1 (SαS MA(1)). Generalized codifference function as a dependence measure for stationary processes with infinite variance has been proposed as a generalization of the autocorrelation function. We derive the limiting distribution of the sample codifference function, when underlying model is MA(1) with symmetric α-stable innovation.
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