scientific article; zbMATH DE number 1457439

MaRDI QIDQ4954846zbMATH OpenFDO

Authors Jong-Il Baek, Ho-Un Lim, Eun Ho Youn

Publication date 12 June 2000

zbMATH Keywords

associationprobability boundsdependence propertiesexponential marginals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Martingales with continuous parameter (60G44)

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Cited in

(2)

• Moving-average models with bivariate exponential and geometric distributions
• Weak and universal consistency of moving weighted averages

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