On the dependence of structure of multivariate processes and corresponding hitting times

DOI10.1006/JMVA.1994.1034MaRDI QIDQ1333191zbMATH OpenOpenAlexFDO

Authors Nader Ebrahimi

Publication date 29 January 1995

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1994.1034

zbMATH Keywords

autoregressive modelstationary processminimal repairdependence properties among the hitting timesextreme dependence functionpositive and negative dependent structure

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Reliability and life testing (62N05) Stochastic processes (60G99)

Recommendations

• On the dependence structure of hitting times of multivariate processes
• scientific article; zbMATH DE number 1058156
• scientific article; zbMATH DE number 1843496
• On the dependence structure of hitting times of univariate processes
• On the dependence structure of certain multi-dimensional Ito processes and corresponding hitting times
• On the strongly positive dependence of hitting times of multidimensional processes
• The conditional dependence of stochastic processes and their corresponding hitting times

Cited in

(9)

• Probability inequalities of stochastic processes and corresponding hitting times
• scientific article; zbMATH DE number 1843496 (Why is no real title available?)
• ON THE ORDERING OF ASYMPTOTIC PAIRWISE NEGATIVELY DEPENDENT STRUCTURE OF STOCHASTIC PROCESSES
• On the weak dependence structure of multivariate processes and corresponding hitting times
• On the dependence structure of hitting times of multivariate processes
• On the dependence structure of hitting times of univariate processes
• scientific article; zbMATH DE number 4184519 (Why is no real title available?)
• On the dependence structure of certain multi-dimensional Ito processes and corresponding hitting times
• On the strongly positive dependence of hitting times of multidimensional processes

This page was built for publication: On the dependence of structure of multivariate processes and corresponding hitting times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1333191)