Article ID: | iaor1992391 |
Country: | United States |
Volume: | 7 |
Start Page Number: | 261 |
End Page Number: | 282 |
Publication Date: | Aug 1991 |
Journal: | Stochastic Models |
Authors: | Al-Osh M.A., Alzaid A.A. |
Keywords: | statistics: multivariate, statistics: regression |
A family of models for a stationary sequence of dependent binomial random variables is introduced. The properties of the binomial distribution, along with the simplicity of the models, make them useful for modelling and simulation of dependent point processes. For the binomial AR(1) process we discuss the existence of a stationary distribution for the process. In addition to the AR(1) case we consider binomial MA(1), MA(