Communications of the
Korean Mathematical Society CKMS

ISSN(Print) 1225-1763 ISSN(Online) 2234-3024
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Commun. Korean Math. Soc. 1997; 12(3): 743-754

Printed September 1, 1997

Copyright © The Korean Mathematical Society.

A weakly dependence concept in moving average models

Jong-Il Baek, Ho-Un Lim, Eun-Ho Youn

Wonkwang University, Wonkwang University, Wonkwang University

Abstract

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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

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