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8 - Multivariate Dependent Sequences

Published online by Cambridge University Press:  20 March 2025

Luis E. Nieto-Barajas
Luis E. Nieto-Barajas
Affiliation:
Instituto Tecnológico Autónomo de México (ITAM)
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Summary

In this chapter we conclude the book by presenting dependent models for random vectors and for stochastic processes. The types of dependence are exchangeable, Markov, moving average, spatial or a combination of the latter two.

Keywords

Dirichlet multinomial dependence sequencesmultivariate normal dependence sequencesDirichlet process dependence sequences
Type
Chapter
Information
Dependence Models via Hierarchical Structures , pp. 118 - 124
Publisher: Cambridge University Press
Print publication year: 2025

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