Charles Explorer logo
🇬🇧

Stationary processes with negatively correlated random variables

Publication

Abstract

It is shown that the processes with negatively correlated variables can be represented as a linear process. Sufficient conditions for linear processes having non-positive autocorrelations are given.

Bernoulli variables obtained by clipping method are investigated. Formulas describing dependence of their correlation function on clipping parameters are presented.

Some methods for estimating parameters are introduced.