Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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A WEAKLY DEPENDENCE CONCEPT IN MOVING AVERAGE MODELS

  • Baek, Jong-Il (School of Mathematical Science, Wonkwang University) ;
  • Lim, Ho-Un (School of Mathematical Science, Wonkwang University) ;
  • Youn, Eun-Ho (School of Mathematical Science, Wonkwang University)
  • Published : 1997.07.01
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Abstract

We introduce a class of finite and infinite moving average (MA) sequences of multivariate random vectors exponential marginals. The theory of dependence is used to show that in various cases the class of MA sequences consists of associated random variables. We utilize positive dependence properties to obtain some probability bounds for the multivariate processes.

Keywords

References

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