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On a minimum correlation problem
Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
2003 (English)In: Statistics and Probability Letters, ISSN 0167-7152, E-ISSN 1879-2103, Vol. 62, no 4, 361-370 p.Article in journal (Refereed) Published
Abstract [en]

A stationary sequence of Bernoulli(p) distributed variables is considered. For a general class of 1-dependent sequences the minimum and the maximum of the lag 1 autocorrelation is found. The correlation is never below −1/3 and attains this value only for certain values of p.

Place, publisher, year, edition, pages
Amsterdam: Elsevier, 2003. Vol. 62, no 4, 361-370 p.
Keyword [en]
Bernoulli variables, Bochner theorem, Minimum and maximum correlation, 1-Dependency, Stationary sequence
National Category
Mathematics Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:umu:diva-19581DOI: 10.1016/S0167-7152(03)00040-3OAI: oai:DiVA.org:umu-19581DiVA: diva2:202057
Available from: 2009-03-06 Created: 2009-03-06 Last updated: 2017-12-13Bibliographically approved

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