Accession Number : ADA185591

Title :   Bivariate Exponential and Geometric Autoregressive and Autoregressive Moving Average Models.

Descriptive Note : Technical rept.,

Corporate Author : PITTSBURGH UNIV PA DEPT OF MATHEMATICS AND STATISTICS

Personal Author(s) : Block, H W ; Langberg, N A ; Stoffer, D S

PDF Url : ADA185591

Report Date : Mar 1986

Pagination or Media Count : 32

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)

Descriptors :   *BIVARIATE ANALYSIS, *REGRESSION ANALYSIS, *MATHEMATICAL MODELS, EXPONENTIAL FUNCTIONS, GEOMETRY, RANDOM VARIABLES, STATISTICAL DISTRIBUTIONS, THEORY, STATIONARY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE