Asymptotics and criticality for a correlated Bernoulli process

C. C. Heyde

doi:10.1111/j.1467-842X.2004.00311.x

Asymptotics and criticality for a correlated Bernoulli process

C. C. Heyde^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

30 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 language	English
Pages (from-to)	53-57
Number of pages	5
Journal	Australian and New Zealand Journal of Statistics
Volume	46
Issue number	1
DOIs	https://doi.org/10.1111/j.1467-842X.2004.00311.x
Publication status	Published - Mar 2004

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10.1111/j.1467-842X.2004.00311.x

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title = "Asymptotics and criticality for a correlated Bernoulli process",

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.",

keywords = "Asymptotics, Correlated Bernoulli process, Critical value, Generalizes binomial, Long-range dependence, Martingales",

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year = "2004",

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AB - 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.

KW - Asymptotics

KW - Correlated Bernoulli process

KW - Critical value

KW - Generalizes binomial

KW - Long-range dependence

KW - Martingales

UR - https://www.scopus.com/pages/publications/1842715084

U2 - 10.1111/j.1467-842X.2004.00311.x

DO - 10.1111/j.1467-842X.2004.00311.x

M3 - Article

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VL - 46

SP - 53

EP - 57

JO - Australian and New Zealand Journal of Statistics

JF - Australian and New Zealand Journal of Statistics

IS - 1

ER -

Asymptotics and criticality for a correlated Bernoulli process

Abstract

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