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

DOI10.1006/JMVA.1994.1034zbMATH Open0805.60047OpenAlexW2021430347MaRDI QIDQ1333191FDOQ1333191

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

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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)

Cited In (9)

• Probability inequalities of stochastic processes and corresponding hitting times
• Title not available (Why is that?)
• ON THE ORDERING OF ASYMPTOTIC PAIRWISE NEGATIVELY DEPENDENT STRUCTURE OF STOCHASTIC PROCESSES
• On the weak dependence structure of multivariate processes and corresponding hitting times
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• On the dependence structure of hitting times of univariate processes
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• 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

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