Two classes of finite and infinite moving-average sequences of bivariate random vectors are considered. The first class have bivariate exponential marginals while the second class has bivariate geometric marginals. The theory of positive dependence is used to show that in various cases the two classes consist of associated random variables. Association is then applied to establish moment inequalities and to obtain approximations to some joint probabilities of the bivariate processes.
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty