Communications for Statistical Applications and Methods

  • 제6권3호
  • /
  • Pages.677-686
  • /
  • 1999
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

On the Moving Average Models with Multivariate geometric Distributions

  • Baek, Jong-ill (Professor Division of Mathematical Science Wonkwang University)
  • 발행 : 1999.12.01
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초록

In this paper we introduce a class of moving-average(MA) sequences of multivariate random vectors with geometric marginals. The theory of positive 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 weakly probability inequality of the multivariate processes.

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참고문헌

  1. Communications in Statistics Stochastic Models v.6 no.2 A Weak quadrant dependence concept with Applications Alzaid, A.A.
  2. Statistical Theory of Reliability and Life-Testing: Probabilaty Models Barlow, R.E.;Proschan, F.
  3. Annals of Mathematical Statistics v.38 Association of random variables with applications Esary, J.D.;Proschan, F.;Wallup, D.W.
  4. Advances in Applied Probability v.12 First-order autoregressive gamma sequences and point processes Gaver, D.P.;Lewis, P.A.W.
  5. Multiple Time Series Hannan, E.J.
  6. Journal of Time Series Analysis v.4 Stationary discrete autoregressive moving average time series generated by mixture Jacobs, P.A.;Lewis, P.A.W.