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Moving-average models with bivariate exponential and geometric distributions
Naftali A. Langberg, David S. Stoffer
Journal:

Journal of Applied Probability / Volume 24 / Issue 1 / March 1987

Published online by Cambridge University Press:

14 July 2016, pp. 48-61

Print publication:

March 1987
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Two classes of finite and infinite moving-average sequences of bivariate random vectors are considered. The first class has bivariate exponential marginals while the second class has bivariate geometric marginals. The theory of positive dependence is used to show that in various cases the two classes consist of associated random variables. Association is then applied to establish moment inequalities and to obtain approximations to some joint probabilities of the bivariate processes.

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Moving-average models with bivariate exponential and geometric distributions