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
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
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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