Generalized Bernoulli process with long-range dependence and fractional binomial distribution
Bernoulli process is a finite or infinite sequence of independent binary variables, Xi, i = 1, 2, · · ·, whose outcome is either 1 or 0 with probability P(Xi = 1) = p, P(Xi = 0) = 1 – p, for a fixed constant p ∈ (0, 1). We will relax the independence condition of Bernoulli variables, and develop a g...
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| Format: | Article |
| Language: | English |
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De Gruyter
2021-03-01
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| Series: | Dependence Modeling |
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| Online Access: | https://doi.org/10.1515/demo-2021-0100 |