Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On the Moving Average Models with Multivariate geometric Distributions

  • Baek, Jong-ill (Professor Division of Mathematical Science Wonkwang University)
  • Published : 1999.12.01
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Abstract

In this paper we introduce a class of moving-average(MA) sequences of multivariate random vectors with geometric marginals. The theory of positive dependence is used to show that in various cases the class of MA sequences consists of associated random variables. We utilize positive dependence properties to obtain weakly probability inequality of the multivariate processes.

Keywords

References

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