Honam Mathematical Journal (호남수학학술지)
- Volume 15 Issue 1
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- Pages.129-136
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- 1993
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- 1225-293X(pISSN)
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- 2288-6176(eISSN)
DEPENDENCE IN M A MODELS WITH STOCHASTIC PROCESSES
- KIM, TAE-SUNG (Dept. of Statistics, Won-kwang University) ;
- BAEK, JONG-IL (Dept. of Statistics, Won-kwang University)
- Received : 1993.02.15
- Published : 1993.07.01
Abstract
In this paper we present of a class infinite M A (moving-average) sequences of multivariate random vectors. We use the theory of positive dependence to show that in a variety of cases the classes of M A sequences are associated. We then apply the association to establish some probability bounds and moment inequalities for multivariate processes.
Keywords