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5 - General 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 start with some attempts to construct dependence sequences with order larger than one and present a general result to achieve an invariant distribution via a three-level hierarchical model. We finally present some results involving exponential families.

Keywords

order two dependent sequencesgraphical modelnormal modelPoisson modelPoisson and binomial semi-conjugate familyexponential family with quadratic varianceexponential family conjugate modelsgamma-gamma casegamma-Poisson case
Type
Chapter
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Dependence Models via Hierarchical Structures , pp. 70 - 83
Publisher: Cambridge University Press
Print publication year: 2025

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  • General Dependent Sequences
  • Luis E. Nieto-Barajas, Instituto Tecnológico Autónomo de México (ITAM)
  • Book: Dependence Models via Hierarchical Structures
  • Online publication: 20 March 2025
  • Chapter DOI: https://doi.org/10.1017/9781009584128.006
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  • General Dependent Sequences
  • Luis E. Nieto-Barajas, Instituto Tecnológico Autónomo de México (ITAM)
  • Book: Dependence Models via Hierarchical Structures
  • Online publication: 20 March 2025
  • Chapter DOI: https://doi.org/10.1017/9781009584128.006
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • General Dependent Sequences
  • Luis E. Nieto-Barajas, Instituto Tecnológico Autónomo de México (ITAM)
  • Book: Dependence Models via Hierarchical Structures
  • Online publication: 20 March 2025
  • Chapter DOI: https://doi.org/10.1017/9781009584128.006
Available formats
×