Bernoulli Processes with Non-Positive Correlations

DOI10.1080/03610920903219280zbMath1201.62076OpenAlexW2063137481MaRDI QIDQ3058421

Jiří Anděl, Šárka Došlá

Publication date: 22 November 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903219280

zbMATH Keywords

Bernoulli variablesclipping0-1 valued variablesnegatively dependent variablestwo-block-factors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Special processes (60K99) Inference from stochastic processes (62M99)

Related Items (2)

On Some Properties of Autopersistence Functions and Autopersistence Graphs ⋮ Estimation of Parameters of a Clipped MA(1) Process

Cites Work

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• Extremal two-correlations of two-valued stationary one-dependent processes
• On a minimum correlation problem.
• A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
• Range of correlation matrices for dependent Bernoulli random variables
• On Covariance Functions of Unit Processes

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