Asymptotics and criticality for a correlated Bernoulli process

C. C. Heyde*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    29 Citations (Scopus)

    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 a short-range/long-range dependence dichotomy are presented in this note.

    Original languageEnglish
    Pages (from-to)53-57
    Number of pages5
    JournalAustralian and New Zealand Journal of Statistics
    Volume46
    Issue number1
    DOIs
    Publication statusPublished - Mar 2004

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