Abstract:In this paper, we examine the bidimensional time-constant autoregressive model of order 1 with $$\alpha $$
α
-stable noise. We focus on the case of the triangular coefficients matrix for which one of the spatial components of the model simplifies to the one-dimensional autoregressive time series. We study the asymptotic behaviour of the cross-codifference and the cross-covariation applied to describe the dependence in time between the spatial components of the model. As a result, … Show more
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