Some multivariate discrete time series models for dependent multivariate Zipf counts

MaRDI QIDQ5443691zbMATH OpenFDO

Authors Hsiaw-Chan Yeh

Publication date 22 February 2008

zbMATH Keywords

correlation structurediscrete incomeexpected run lengthgeometric minimamultivariate discrete time series modelsmultivariate Yule-Walker equations

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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