Bivariate exponential and geometric autoregressive and autoregressive moving average models

DOI10.2307/1427361zbMath0658.62102OpenAlexW2023159269MaRDI QIDQ3806624

Naftali A. Langberg, David S. Stoffer, Henry W. Block

Publication date: 1988

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0fc1f098cd0f4a2dedf09daa1dabb921469ccf98

zbMATH Keywords

positive dependenceassociationmultivariate time seriesbivariateautocorrelation structuregeometric marginalsautoregressive moving average modelsexponential marginalsARMA sequencesBEAR modelsBEARMA modelsBGAR modelsBGARMA modelsjoint stationarity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (4)

Sequential interval estimation of the limiting interval availability for a bivariate stationary dependent sequence ⋮ Bivariate semi-Pareto distributions and processes ⋮ A Generalization to Bivariate Mittag–Leffler and Bivariate Discrete Mittag–Leffler Autoregressive Processes ⋮ Probability Models with Constant Total Failure Rate

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