A Weak Ordering of Positive Dependence Structure of Stochastic Processes
BAEK, Jong-Il ; CHOI, Jeong-Yeol ; RU, Dae-Hee
Tokyo J. of Math., Tome 21 (1998) no. 2, p. 95-105 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
In this paper we introduce a new concept of more weakly quadrant dependence of hitting times of stochastic processes. This concept is weaker than the more positively quadrant dependence and it is closed under some statistical operations of weakly positive quadrant dependence (WPQD) ordering.
Publié le : 1998-06-15
Classification:  
@article{1270041987,
     author = {BAEK, Jong-Il and CHOI, Jeong-Yeol and RU, Dae-Hee},
     title = {A Weak Ordering of Positive Dependence Structure of Stochastic Processes},
     journal = {Tokyo J. of Math.},
     volume = {21},
     number = {2},
     year = {1998},
     pages = { 95-105},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1270041987}
}

BAEK, Jong-Il; CHOI, Jeong-Yeol; RU, Dae-Hee. A Weak Ordering of Positive Dependence Structure of Stochastic Processes. Tokyo J. of Math., Tome 21 (1998) no. 2, pp.  95-105. http://gdmltest.u-ga.fr/item/1270041987/