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 A weakly dependence concept in moving average models Commun. Korean Math. Soc. 1997 Vol. 12, No. 3, 743-754 Jong-Il Baek, Ho-Un Lim, Eun-Ho Youn Wonkwang University, Wonkwang University, Wonkwang University Abstract : We introduce a class of finite and infinite moving average $(MA)$ sequences of multivariate random vectors with exponential marginals. The theory of 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 some probability bounds for the multivariate processes. Keywords : Moving aveage, association, point process MSC numbers : 62M10 Downloads: Full-text PDF