Positive dependence orderings and stopping times - HEC Paris - École des hautes études commerciales de Paris
Article Dans Une Revue Annals of the Institute of Statistical Mathematics Année : 1994

Positive dependence orderings and stopping times

Résumé

We study the positive dependence of pairs of stochastic processes and examine its relation with the properties of certain stopping times. Some special cases, such as dependent random walks, Gaussian processes and exchangeable sequences of elliptically contoured random variables, are taken into account.

Dates et versions

hal-00541820 , version 1 (01-12-2010)

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Citer

Marco Scarsini, Bruno Bassan. Positive dependence orderings and stopping times. Annals of the Institute of Statistical Mathematics, 1994, Vol. 46, N°2, pp. 333-342. ⟨10.1007/BF01720589⟩. ⟨hal-00541820⟩

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