On a minimum correlation problem
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.
Year of publication: |
2003
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Authors: | Bondesson, Lennart |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 62.2003, 4, p. 361-370
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Publisher: |
Elsevier |
Keywords: | Bernoulli variables Bochner theorem Minimum and maximum correlation 1-Dependency Stationary sequence |
Saved in:
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