A pairwise independent stationary stochastic process

doi:10.1016/0167-7152(85)90017-3

Statistics & Probability Letters

Volume 3, Issue 4, July 1985, Pages 195-199

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Abstract

The purpose of this paper is to study pairwise independence in the context of strictly stationary stochastic processes {X_π, n = 0, ±1, …}. Our main result is an example of such a process that maximizes E(X₁X₂X₃). We also show that subject to some additional independence assumptions any two of these processes are distributionally the same. The spectral properties of this process are then analysed.

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A pairwise independent stationary stochastic process

Abstract

Probability

A Course in Probability Theory

On a set of almost determinable k-independent random variables

Ann. Prob.

Pairwise statistical independence

Ann. Math. Statist.