호남수학학술지 (Honam Mathematical Journal)
- 제15권1호
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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)
- 투고 : 1993.02.15
- 발행 : 1993.07.01
초록
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.
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