Moving-average models with bivariate exponential and geometric distributions

DOI10.2307/3214058zbMath0638.62090OpenAlexW2090841425MaRDI QIDQ3779622

David S. Stoffer, Naftali A. Langberg

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

positive dependencemoment inequalitiestime series analysismarginal distributionsassociationstationary vector processesbivariate point processesbivariate exponential innovation sequencesbivariate exponential marginalsbivariate geometric marginalsmoving averages of sequences of bivariate i.i.d. random variables

Mathematics Subject Classification ID

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

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