Bivariate Exponential and Geometric Autoregressive and Autoregressive Moving Average Models.
Abstract
This document presents autoregressive (AR) and autoregressive moving average (ARMA) processes with bivariate exponential (BE) and bivariate geometric (BG) distributions. The theory of positive dependence is used to show that in various cases, the BEAR, BGAR, BEARMA, and BGARMA models consist of associated random variables. The authors discuss special cases of the BEAR and BGAR processes in which the bivariates processes are stationary and have well known bivariate exponential and geometric distributions. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1986
- Accession Number
- ADA185591
Entities
People
- D. S. Stoffer
- H. W. Block
- N. A. Langberg
Organizations
- University of Pittsburgh