IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v3y1985i4p195-199.html
   My bibliography  Save this article

A pairwise independent stationary stochastic process

Author

Listed:
  • Robertson, James B.
  • Womack, James M.

Abstract

The purpose of this paper is to study pairwise independence in the context of strictly stationary stochastic processes {X[pi], N = 0, ±1, ...}. Our main result is an example of such a process that maximizes E(X1X2X3). We also show that subject to some additional independence assumptions any two of these processes are distributionally the same. The spectral properties of this process are then analysed.

Suggested Citation

  • Robertson, James B. & Womack, James M., 1985. "A pairwise independent stationary stochastic process," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 195-199, July.
    • Handle: RePEc:eee:stapro:v:3:y:1985:i:4:p:195-199
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-7152(85)90017-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Sharakhmetov, Sh. & Ibragimov, R., 2002. "A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 389-408, November.
    2. Courbage, M. & Hamdan, D., 1998. "An ergodic Markov chain is not determined by its two-dimensional marginal laws," Statistics & Probability Letters, Elsevier, vol. 37(1), pages 35-40, January.
    3. Etemadi, N. & Kaminski, M., 1996. "Strong law of large numbers for 2-exchangeable random variables," Statistics & Probability Letters, Elsevier, vol. 28(3), pages 245-250, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:3:y:1985:i:4:p:195-199. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.