Moving-average models with bivariate exponential and geometric distributions

DOI10.2307/3214058MaRDI QIDQ3779622zbMATH OpenOpenAlexFDO

Authors Naftali A. Langberg, David S. Stoffer

Publication date 1987

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214058

zbMATH Keywords

associationbivariate exponential innovation sequencesbivariate exponential marginalsbivariate geometric marginalsbivariate point processesmarginal distributionsmoment inequalitiesmoving averages of sequences of bivariate i.i.d. random variablespositive dependencestationary vector processestime series analysis

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic processes (60G99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

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