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Asymptotics and criticality for a correlated Bernoulli Process

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Date

2004

Authors

Heyde, C C

Journal Title

Journal ISSN

Volume Title

Publisher

Blackwell Publishing Ltd

Abstract

A generalized binomial distribution that was proposed by Drezner & Farnum in 1993 comes from a correlated Bernoulli process with interesting asymptotic properties which differ strikingly in the neighbourhood of a critical point. The basic asymptotics and

Description

Keywords

Keywords: Asymptotics; Correlated Bernoulli process; Critical value; Generalizes binomial; Long-range dependence; Martingales

Citation

URI

http://hdl.handle.net/1885/79461

Collections

ANU Research Publications

Source

Australian and New Zealand Journal of Statistics

Type

Journal article

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Entity type

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Restricted until

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