DEPENDENCE IN M A MODELS WITH STOCHASTIC PROCESSES

  • KIM, TAE-SUNG (Dept. of Statistics, Won-kwang University) ;
  • BAEK, JONG-IL (Dept. of Statistics, Won-kwang University)
  • Received : 1993.02.15
  • Published : 1993.07.01

Abstract

In this paper we present of a class infinite M A (moving-average) sequences of multivariate random vectors. We use the theory of positive dependence to show that in a variety of cases the classes of M A sequences are associated. We then apply the association to establish some probability bounds and moment inequalities for multivariate processes.

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